+49.0%
REGN vs RL
+34.3%
+14.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -8.9% | -4.9% |
| 7D | +14.4% | +5.8% | +8.7% | +13.5% |
| 30D | +28.1% | +12.7% | +15.4% | +25.9% |
| 3M | +22.5% | +9.3% | +13.1% | +21.1% |
| 6M | +31.6% | +16.9% | +14.7% | +28.8% |
| YTD | +21.0% | +17.5% | +3.6% | +17.0% |
| 1Y | +49.0% | +34.6% | +14.3% | +40.1% |
| All | +49.0% | +34.3% | +14.6% | +40.1% |
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