-5.4%
REGN vs RL
+202.0%
-207.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.6% | -3.4% | -2.1% | -5.1% |
| 30D | -2.0% | -14.4% | +12.5% | +0.3% |
| 3M | +28.0% | -13.6% | +41.5% | +30.6% |
| 6M | +1.2% | +0.6% | +0.6% | +0.7% |
| YTD | +1.6% | -3.6% | +5.2% | +1.6% |
| 1Y | +38.2% | +8.3% | +29.9% | +35.5% |
| 3Y | -5.4% | +204.8% | -210.1% | -17.3% |
| All | -5.4% | +202.0% | -207.3% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling