+49.0%
REGN vs ROL
-34.1%
+83.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.1% | -4.8% |
| 7D | +14.4% | +14.6% | -0.1% | +11.9% |
| 30D | +28.1% | +29.3% | -1.2% | +23.4% |
| 3M | +22.5% | +2.0% | +20.5% | +21.8% |
| 6M | +31.6% | -28.5% | +60.1% | +36.1% |
| YTD | +21.0% | -35.3% | +56.4% | +22.7% |
| 1Y | +49.0% | -34.7% | +83.6% | +50.0% |
| All | +49.0% | -34.1% | +83.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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