-26.6%
RKT vs REGN
+46.5%
-73.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.6% |
| 7D | +2.1% | +4.2% | -2.1% | +0.9% |
| 30D | +1.4% | +7.8% | -6.4% | -0.5% |
| 3M | +6.3% | +31.8% | -25.5% | -1.6% |
| 6M | -15.5% | +5.4% | -20.8% | -17.9% |
| YTD | -27.4% | +7.7% | -35.0% | -29.7% |
| 1Y | -26.6% | +46.7% | -73.3% | -30.9% |
| All | -26.6% | +46.5% | -73.0% | -30.9% |
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