+23.1%
REGN vs ROIV
+310.6%
-287.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -6.0% | +19.0% | -24.9% | -7.6% |
| 30D | -0.4% | +16.1% | -16.5% | -1.9% |
| 3M | +32.0% | +44.1% | -12.1% | +27.1% |
| 6M | +3.0% | +37.8% | -34.8% | -0.4% |
| YTD | +3.2% | +88.7% | -85.5% | -3.2% |
| 1Y | +43.4% | +197.3% | -153.9% | +29.2% |
| 3Y | -3.6% | +224.9% | -228.5% | -14.6% |
| 5Y | +23.1% | +311.0% | -287.9% | -2.0% |
| All | +23.1% | +310.6% | -287.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling