+3,690.5%
REGN vs RVTY
+1,816.6%
+1,873.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.9% |
| 7D | -6.0% | -7.4% | +1.5% | -3.1% |
| 30D | -0.4% | +4.5% | -4.9% | -2.2% |
| 3M | +32.0% | +19.5% | +12.5% | +22.4% |
| 6M | +3.0% | +34.1% | -31.1% | -9.5% |
| YTD | +3.2% | +25.3% | -22.1% | -7.8% |
| 1Y | +43.4% | +47.0% | -3.6% | +20.0% |
| 3Y | -3.6% | +14.1% | -17.7% | -14.1% |
| 5Y | +23.1% | -34.6% | +57.7% | +32.3% |
| 10Y | +108.3% | +136.0% | -27.7% | +26.1% |
| All | +3,690.5% | +1,816.6% | +1,873.9% | +969.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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