-27.1%
RKT vs REGN
+25.4%
-52.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -6.3% | -5.6% | -0.7% | -4.7% |
| 30D | -6.2% | -2.0% | -4.2% | -5.6% |
| 3M | -1.9% | +28.0% | -29.8% | -8.9% |
| 6M | -13.0% | +1.2% | -14.2% | -13.6% |
| YTD | -31.9% | +1.6% | -33.6% | -32.7% |
| 1Y | -37.6% | +38.2% | -75.8% | -43.8% |
| 3Y | +36.8% | -5.4% | +42.2% | +35.5% |
| 5Y | -9.7% | +21.3% | -31.0% | -18.8% |
| All | -27.1% | +25.4% | -52.5% | -33.2% |
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