+97.8%
REGN vs RVMD
+622.3%
-524.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.6% |
| 6M | +1.2% | +104.6% | -103.5% | -5.4% |
| YTD | +1.6% | +155.8% | -154.2% | -7.2% |
| 1Y | +38.2% | +340.7% | -302.4% | +20.5% |
| 3Y | -5.4% | +519.9% | -525.3% | -21.3% |
| 5Y | +21.3% | +584.9% | -563.7% | -3.5% |
| All | +97.8% | +622.3% | -524.5% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling