+64.5%
REGN vs ROIV
+295.0%
-230.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +18.8% | -20.9% | -3.8% |
| 7D | -1.6% | +20.2% | -21.8% | -3.5% |
| 30D | +3.4% | +14.1% | -10.7% | +1.9% |
| 3M | +32.7% | +45.6% | -12.9% | +27.7% |
| 6M | +6.9% | +44.1% | -37.2% | +2.9% |
| YTD | +5.4% | +91.2% | -85.8% | -1.3% |
| 1Y | +45.8% | +221.3% | -175.5% | +30.3% |
| 3Y | -1.5% | +229.2% | -230.7% | -13.0% |
| 5Y | +22.2% | +316.5% | -294.2% | +1.5% |
| All | +64.5% | +295.0% | -230.5% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling