+33.2%
REGN vs RUN
-34.5%
+67.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -5.6% | -3.7% | -1.9% | -5.4% |
| 30D | -2.0% | -13.0% | +11.1% | -1.1% |
| 3M | +28.0% | -31.8% | +59.7% | +30.6% |
| 6M | +1.2% | -32.2% | +33.4% | +3.0% |
| YTD | +1.6% | -53.5% | +55.1% | +5.0% |
| 1Y | +38.2% | -46.5% | +84.8% | +40.8% |
| 3Y | -5.4% | -37.6% | +32.3% | -11.4% |
| 5Y | +21.3% | -80.9% | +102.1% | +19.0% |
| 10Y | +105.2% | +41.3% | +63.9% | +58.6% |
| All | +33.2% | -34.5% | +67.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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