+51.2%
RSP vs REGN
+21.2%
+30.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -1.9% | -5.6% | +3.7% | -0.9% |
| 30D | -2.8% | -2.0% | -0.9% | -2.5% |
| 3M | +2.8% | +28.0% | -25.1% | -1.8% |
| 6M | +10.2% | +1.2% | +9.1% | +9.6% |
| YTD | +13.1% | +1.6% | +11.4% | +12.2% |
| 1Y | +14.8% | +38.2% | -23.5% | +6.8% |
| 3Y | +52.6% | -5.4% | +58.0% | +51.2% |
| All | +51.2% | +21.2% | +30.0% | +37.6% |
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