-5.4%
REGN vs ROIV
+222.7%
-228.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.6% | +16.9% | -22.4% | -8.9% |
| 30D | -2.0% | +12.9% | -14.8% | -4.7% |
| 3M | +28.0% | +37.3% | -9.4% | +18.7% |
| 6M | +1.2% | +38.0% | -36.8% | -6.6% |
| YTD | +1.6% | +88.1% | -86.5% | -12.7% |
| 1Y | +38.2% | +183.3% | -145.0% | +7.2% |
| 3Y | -5.4% | +254.6% | -260.0% | -32.0% |
| All | -5.4% | +222.7% | -228.0% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling