+49.0%
REGN vs RNG
+179.4%
-130.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | +14.4% | -9.6% | +24.0% | +14.6% |
| 30D | +28.1% | -1.4% | +29.5% | +28.0% |
| 3M | +22.5% | +28.8% | -6.3% | +21.8% |
| 6M | +31.6% | +65.6% | -34.0% | +29.7% |
| YTD | +21.0% | +171.4% | -150.4% | +17.8% |
| 1Y | +49.0% | +185.3% | -136.4% | +47.9% |
| All | +49.0% | +179.4% | -130.5% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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