+1,104.6%
RSP vs REGN
+12,226.0%
-11,121.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 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% | -1.6% |
| 6M | +10.2% | +1.2% | +9.1% | +9.5% |
| YTD | +13.1% | +1.6% | +11.4% | +12.2% |
| 1Y | +14.8% | +38.2% | -23.5% | +7.6% |
| 3Y | +52.6% | -5.4% | +58.0% | +50.7% |
| 5Y | +51.6% | +21.3% | +30.4% | +41.9% |
| 10Y | +210.2% | +105.2% | +105.0% | +156.7% |
| All | +1,104.6% | +12,226.0% | -11,121.4% | +423.7% |
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