+7,880.1%
REGN vs RL
+1,349.6%
+6,530.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -1.6% | +1.9% | -3.5% | -2.2% |
| 30D | +3.4% | -12.2% | +15.6% | +7.0% |
| 3M | +32.7% | -6.6% | +39.3% | +34.7% |
| 6M | +6.9% | +3.2% | +3.8% | +5.0% |
| YTD | +5.4% | -1.3% | +6.7% | +4.4% |
| 1Y | +45.8% | +13.6% | +32.3% | +38.8% |
| 3Y | -1.5% | +210.9% | -212.4% | -31.2% |
| 5Y | +22.2% | +246.9% | -224.6% | -20.7% |
| 10Y | +103.6% | +310.1% | -206.5% | +9.5% |
| All | +7,880.1% | +1,349.6% | +6,530.5% | +2,340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling