+23.4%
REGN vs ROL
-5.1%
+28.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.6% | -3.2% | -2.4% | -5.1% |
| 30D | -2.0% | -4.9% | +2.9% | -1.2% |
| 3M | +28.0% | -25.8% | +53.8% | +34.2% |
| 6M | +1.2% | -37.6% | +38.7% | +9.0% |
| YTD | +1.6% | -41.5% | +43.1% | +10.4% |
| 1Y | +38.2% | -39.5% | +77.7% | +49.1% |
| 3Y | -5.4% | +0.1% | -5.5% | -6.8% |
| All | +23.4% | -5.1% | +28.5% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling