+97.5%
REGN vs RRX
+228.4%
-130.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -2.1% |
| 7D | -5.6% | -0.3% | -5.2% | -5.6% |
| 30D | -2.0% | -6.1% | +4.2% | -0.9% |
| 3M | +28.0% | -23.1% | +51.0% | +32.6% |
| 6M | +1.2% | -19.5% | +20.7% | +3.4% |
| YTD | +1.6% | +16.1% | -14.4% | -3.4% |
| 1Y | +38.2% | +12.9% | +25.3% | +31.5% |
| 3Y | -5.4% | +7.9% | -13.3% | -11.7% |
| 5Y | +21.3% | +19.1% | +2.2% | +7.6% |
| All | +97.5% | +228.4% | -130.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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