+97.5%
REGN vs ROP
+135.6%
-38.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -4.6% | -1.0% | -4.1% |
| 30D | -2.0% | -1.7% | -0.3% | -1.5% |
| 3M | +28.0% | +17.1% | +10.9% | +20.9% |
| 6M | +1.2% | +10.9% | -9.7% | -3.1% |
| YTD | +1.6% | -12.1% | +13.7% | +5.3% |
| 1Y | +38.2% | -24.2% | +62.5% | +51.0% |
| 3Y | -5.4% | -20.4% | +15.0% | +0.5% |
| 5Y | +21.3% | -15.4% | +36.7% | +24.0% |
| All | +97.5% | +135.6% | -38.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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