-5.4%
REGN vs RVMD
+537.4%
-542.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -3.0% | -2.6% | -5.3% |
| 30D | -2.0% | -0.7% | -1.2% | -1.9% |
| 3M | +28.0% | +36.5% | -8.6% | +24.0% |
| 6M | +1.2% | +104.6% | -103.5% | -6.5% |
| YTD | +1.6% | +155.8% | -154.2% | -9.3% |
| 1Y | +38.2% | +340.7% | -302.4% | +16.0% |
| 3Y | -5.4% | +519.9% | -525.3% | -22.3% |
| All | -5.4% | +537.4% | -542.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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