-42.4%
RIG vs REGN
+4,989.5%
-5,031.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -3.1% | -5.6% | +2.5% | -2.5% |
| 30D | -0.5% | -2.0% | +1.4% | -0.3% |
| 3M | -6.0% | +28.0% | -33.9% | -8.3% |
| 6M | -10.1% | +1.2% | -11.3% | -10.6% |
| YTD | +37.3% | +1.6% | +35.7% | +36.7% |
| 1Y | +73.9% | +38.2% | +35.7% | +67.4% |
| 3Y | -30.2% | -5.4% | -24.8% | -30.6% |
| 5Y | +62.5% | +21.3% | +41.2% | +56.6% |
| 10Y | -42.3% | +105.2% | -147.5% | -47.8% |
| All | -42.4% | +4,989.5% | -5,031.8% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling