+28.4%
RTX vs REGN
+46.5%
-18.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -5.2% | +4.2% | -9.4% | -5.6% |
| 30D | -9.4% | +7.8% | -17.2% | -10.2% |
| 3M | +12.3% | +31.8% | -19.5% | +8.6% |
| 6M | -3.1% | +5.4% | -8.5% | -4.4% |
| YTD | +10.7% | +7.7% | +3.0% | +9.0% |
| 1Y | +28.4% | +46.7% | -18.3% | +24.9% |
| All | +28.4% | +46.5% | -18.1% | +24.9% |
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