+49.0%
REGN vs RMBS
-18.2%
+67.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.6% | -4.4% |
| 7D | +14.4% | -8.9% | +23.4% | +14.4% |
| 30D | +28.1% | -24.8% | +52.9% | +28.2% |
| 3M | +22.5% | -17.6% | +40.0% | +22.5% |
| 6M | +31.6% | -25.7% | +57.2% | +30.7% |
| YTD | +21.0% | -9.8% | +30.8% | +21.6% |
| 1Y | +49.0% | -17.4% | +66.3% | +49.7% |
| All | +49.0% | -18.2% | +67.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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