+39.7%
RIG vs REGN
+45.3%
-5.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.4% | -3.2% | -7.5% |
| 7D | -18.8% | +14.4% | -33.2% | -19.0% |
| 30D | -1.1% | +28.1% | -29.2% | -1.5% |
| 3M | +4.4% | +22.5% | -18.1% | +4.5% |
| 6M | -20.8% | +31.6% | -52.4% | -19.9% |
| YTD | +32.0% | +21.0% | +10.9% | +35.5% |
| 1Y | +39.7% | +49.0% | -9.2% | +55.0% |
| All | +39.7% | +45.3% | -5.6% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling