-5.4%
REGN vs RRC
+29.5%
-34.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -5.6% | -1.8% | -3.8% | -5.4% |
| 30D | -2.0% | +2.7% | -4.6% | -2.2% |
| 3M | +28.0% | +8.8% | +19.1% | +27.0% |
| 6M | +1.2% | -1.2% | +2.3% | +0.9% |
| YTD | +1.6% | +17.6% | -15.9% | -0.6% |
| 1Y | +38.2% | +18.4% | +19.8% | +34.6% |
| 3Y | -5.4% | +33.1% | -38.4% | -9.5% |
| All | -5.4% | +29.5% | -34.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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