+3,690.5%
REGN vs RRC
+2,126.0%
+1,564.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -6.0% | -1.2% | -4.8% | -5.8% |
| 30D | -0.4% | +3.0% | -3.3% | -0.7% |
| 3M | +32.0% | +7.3% | +24.7% | +30.6% |
| 6M | +3.0% | +3.6% | -0.5% | +2.2% |
| YTD | +3.2% | +19.4% | -16.2% | +0.3% |
| 1Y | +43.4% | +21.4% | +22.0% | +38.7% |
| 3Y | -3.6% | +32.8% | -36.4% | -9.1% |
| 5Y | +23.1% | +152.0% | -128.9% | +2.0% |
| 10Y | +108.3% | +5.9% | +102.4% | +70.5% |
| All | +3,690.5% | +2,126.0% | +1,564.6% | +1,807.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling