+21.1%
REGN vs RY
+160.3%
-139.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +5.7% | +0.6% | +5.1% | +5.4% |
| 30D | +22.8% | +5.0% | +17.7% | +20.2% |
| 3M | +18.7% | -5.3% | +24.0% | +21.0% |
| 6M | +33.1% | +13.8% | +19.2% | +25.2% |
| YTD | +24.3% | +21.0% | +3.3% | +13.6% |
| 1Y | +38.2% | +40.5% | -2.3% | +18.6% |
| 3Y | +21.1% | +159.7% | -138.6% | -11.9% |
| All | +21.1% | +160.3% | -139.2% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling