+46.7%
REGN vs RL
+13.6%
+33.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.2% |
| 7D | +4.2% | -0.8% | +5.0% | +4.4% |
| 30D | +7.8% | -7.8% | +15.6% | +9.2% |
| 3M | +31.8% | -4.0% | +35.8% | +32.6% |
| 6M | +5.4% | -1.9% | +7.3% | +5.4% |
| YTD | +7.7% | -0.2% | +7.8% | +7.0% |
| 1Y | +46.7% | +10.7% | +36.0% | +42.0% |
| All | +46.7% | +13.6% | +33.1% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling