+158.1%
REGN vs RNG
+301.7%
-143.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.6% | -6.1% | +0.5% | -4.8% |
| 30D | -2.0% | +9.6% | -11.6% | -3.1% |
| 3M | +28.0% | +83.3% | -55.4% | +17.8% |
| 6M | +1.2% | +77.9% | -76.8% | -7.3% |
| YTD | +1.6% | +139.9% | -138.3% | -11.6% |
| 1Y | +38.2% | +121.7% | -83.4% | +21.2% |
| 3Y | -5.4% | +121.9% | -127.2% | -19.8% |
| 5Y | +21.3% | -68.4% | +89.6% | +32.2% |
| 10Y | +105.2% | +220.0% | -114.8% | +15.5% |
| All | +158.1% | +301.7% | -143.6% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling