+3,759.3%
REGN vs ROL
+6,128.1%
-2,368.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.2% |
| 7D | -5.2% | -3.3% | -1.9% | -3.7% |
| 30D | +0.1% | -7.2% | +7.3% | +3.5% |
| 3M | +31.2% | -27.0% | +58.2% | +51.1% |
| 6M | +3.6% | -39.5% | +43.1% | +30.0% |
| YTD | +5.0% | -41.8% | +46.8% | +33.2% |
| 1Y | +45.9% | -38.9% | +84.7% | +79.7% |
| 3Y | -1.9% | -0.4% | -1.5% | -6.8% |
| 5Y | +26.2% | -4.2% | +30.4% | +17.0% |
| 10Y | +112.1% | +208.2% | -96.1% | +0.3% |
| All | +3,759.3% | +6,128.1% | -2,368.8% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling