-5.4%
REGN vs RSG
+57.7%
-63.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.6% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -2.0% | +4.0% | -5.9% | -2.5% |
| 3M | +28.0% | +7.4% | +20.6% | +26.4% |
| 6M | +1.2% | +0.1% | +1.0% | +1.0% |
| YTD | +1.6% | +6.0% | -4.4% | +0.4% |
| 1Y | +38.2% | -3.0% | +41.2% | +38.8% |
| 3Y | -5.4% | +56.5% | -61.9% | -18.0% |
| All | -5.4% | +57.7% | -63.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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