-42.2%
RIG vs REGN
+105.3%
-147.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -3.1% | -5.6% | +2.5% | -1.7% |
| 30D | -0.5% | -2.0% | +1.4% | -0.1% |
| 3M | -6.0% | +28.0% | -33.9% | -11.4% |
| 6M | -10.1% | +1.2% | -11.3% | -11.0% |
| YTD | +37.3% | +1.6% | +35.7% | +36.0% |
| 1Y | +73.9% | +38.2% | +35.7% | +58.2% |
| 3Y | -30.2% | -5.4% | -24.8% | -31.7% |
| 5Y | +62.5% | +21.3% | +41.2% | +46.1% |
| All | -42.2% | +105.3% | -147.5% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling