+46.7%
REGN vs ROK
+29.3%
+17.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +4.2% | +0.7% | +3.5% | +4.1% |
| 30D | +7.8% | -3.3% | +11.1% | +8.4% |
| 3M | +31.8% | -5.9% | +37.7% | +32.4% |
| 6M | +5.4% | +13.9% | -8.5% | +1.9% |
| YTD | +7.7% | +12.6% | -4.9% | +4.0% |
| 1Y | +46.7% | +28.6% | +18.1% | +37.2% |
| All | +46.7% | +29.3% | +17.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling