-5.4%
REGN vs ROP
-19.1%
+13.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -4.6% | -1.0% | -4.8% |
| 30D | -2.0% | -1.7% | -0.3% | -1.7% |
| 3M | +28.0% | +17.1% | +10.9% | +24.1% |
| 6M | +1.2% | +10.9% | -9.7% | -0.8% |
| YTD | +1.6% | -12.1% | +13.7% | +5.9% |
| 1Y | +38.2% | -24.2% | +62.5% | +51.2% |
| 3Y | -5.4% | -20.4% | +15.0% | -1.7% |
| All | -5.4% | -19.1% | +13.8% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling