+58.7%
REGN vs ROIV
+288.8%
-230.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.6% | +16.9% | -22.4% | -7.1% |
| 30D | -2.0% | +12.9% | -14.8% | -3.3% |
| 3M | +28.0% | +37.3% | -9.4% | +23.8% |
| 6M | +1.2% | +38.0% | -36.8% | -2.3% |
| YTD | +1.6% | +88.1% | -86.5% | -4.7% |
| 1Y | +38.2% | +183.3% | -145.0% | +24.9% |
| 3Y | -5.4% | +254.6% | -260.0% | -16.7% |
| 5Y | +21.3% | +309.8% | -288.6% | +0.8% |
| All | +58.7% | +288.8% | -230.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling