+97.5%
REGN vs RY
+377.3%
-279.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -5.6% | -2.2% | -3.4% | -4.8% |
| 30D | -2.0% | -3.6% | +1.6% | -0.8% |
| 3M | +28.0% | +3.9% | +24.0% | +26.1% |
| 6M | +1.2% | +26.4% | -25.2% | -6.9% |
| YTD | +1.6% | +22.3% | -20.7% | -5.5% |
| 1Y | +38.2% | +43.7% | -5.5% | +21.7% |
| 3Y | -5.4% | +154.0% | -159.3% | -31.4% |
| 5Y | +21.3% | +137.6% | -116.3% | -10.9% |
| All | +97.5% | +377.3% | -279.8% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling