-20.3%
RIOT vs REGN
+45.3%
-65.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.4% | +14.0% | +9.8% |
| 7D | +6.4% | +14.4% | -8.1% | +4.7% |
| 30D | -20.4% | +28.1% | -48.6% | -23.7% |
| 3M | -28.7% | +22.5% | -51.2% | -31.1% |
| 6M | -17.7% | +31.6% | -49.3% | -20.9% |
| YTD | +21.3% | +21.0% | +0.3% | +20.3% |
| 1Y | -20.3% | +49.0% | -69.2% | -16.6% |
| All | -20.3% | +45.3% | -65.6% | -16.6% |
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