+791.7%
RIOT vs REGN
+118.5%
+673.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.1% |
| 7D | -1.5% | -5.6% | +4.1% | +0.7% |
| 30D | +5.7% | -2.0% | +7.6% | +6.2% |
| 3M | -17.9% | +28.0% | -45.8% | -26.3% |
| 6M | +45.0% | +1.2% | +43.8% | +42.8% |
| YTD | +69.5% | +1.6% | +67.8% | +66.5% |
| 1Y | +37.2% | +38.2% | -1.1% | +17.3% |
| 3Y | +111.7% | -5.4% | +117.1% | +107.1% |
| 5Y | -27.5% | +21.3% | -48.8% | -37.0% |
| 10Y | +511.1% | +105.2% | +405.9% | +315.1% |
| All | +791.7% | +118.5% | +673.2% | +508.6% |
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 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