+114.6%
ROST vs REGN
+21.2%
+93.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.7% |
| 7D | +0.2% | -5.6% | +5.8% | +1.5% |
| 30D | -6.9% | -2.0% | -4.9% | -6.5% |
| 3M | -3.3% | +28.0% | -31.3% | -8.5% |
| 6M | +9.0% | +1.2% | +7.9% | +8.3% |
| YTD | +28.9% | +1.6% | +27.2% | +27.6% |
| 1Y | +54.0% | +38.2% | +15.7% | +42.0% |
| 3Y | +100.7% | -5.4% | +106.1% | +100.4% |
| All | +114.6% | +21.2% | +93.5% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling