+23.4%
REGN vs RMBS
+265.4%
-242.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -5.6% | +1.8% | -7.4% | -5.7% |
| 30D | -2.0% | -13.9% | +11.9% | -1.0% |
| 3M | +28.0% | -39.8% | +67.8% | +32.1% |
| 6M | +1.2% | -6.0% | +7.2% | -0.6% |
| YTD | +1.6% | -5.4% | +7.0% | -0.8% |
| 1Y | +38.2% | -1.8% | +40.1% | +32.9% |
| 3Y | -5.4% | +53.7% | -59.0% | -16.6% |
| All | +23.4% | +265.4% | -242.1% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling