+97.5%
REGN vs ROK
+357.9%
-260.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.8% |
| 7D | -5.6% | -1.2% | -4.3% | -5.3% |
| 30D | -2.0% | -4.8% | +2.8% | -1.0% |
| 3M | +28.0% | -6.1% | +34.0% | +29.2% |
| 6M | +1.2% | +15.5% | -14.3% | -2.5% |
| YTD | +1.6% | +11.2% | -9.5% | -1.5% |
| 1Y | +38.2% | +23.8% | +14.4% | +30.7% |
| 3Y | -5.4% | +53.1% | -58.5% | -16.6% |
| 5Y | +21.3% | +48.3% | -27.0% | +5.4% |
| All | +97.5% | +357.9% | -260.5% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling