+8,203.8%
REGN vs RSG
+2,015.5%
+6,188.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.8% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -2.0% | +4.0% | -5.9% | -3.4% |
| 3M | +28.0% | +7.4% | +20.6% | +24.3% |
| 6M | +1.2% | +0.1% | +1.0% | +0.6% |
| YTD | +1.6% | +6.0% | -4.4% | -1.2% |
| 1Y | +38.2% | -3.0% | +41.2% | +38.7% |
| 3Y | -5.4% | +56.5% | -61.9% | -21.8% |
| 5Y | +21.3% | +90.9% | -69.7% | -8.2% |
| 10Y | +105.2% | +428.7% | -323.5% | +2.6% |
| All | +8,203.8% | +2,015.5% | +6,188.3% | +1,975.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling