+88.7%
RIG vs REGN
+46.5%
+42.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.8% |
| 7D | +0.9% | +4.2% | -3.4% | +0.8% |
| 30D | +13.8% | +7.8% | +6.0% | +13.8% |
| 3M | -6.4% | +31.8% | -38.2% | -6.1% |
| 6M | -8.2% | +5.4% | -13.6% | -6.3% |
| YTD | +41.6% | +7.7% | +34.0% | +43.9% |
| 1Y | +88.7% | +46.7% | +42.0% | +91.3% |
| All | +88.7% | +46.5% | +42.2% | +91.3% |
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