+14.7%
RTX vs REGN
+45.3%
-30.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.7% | -2.1% |
| 7D | +1.3% | +14.4% | -13.1% | -0.1% |
| 30D | +7.6% | +28.1% | -20.5% | +4.8% |
| 3M | -8.6% | +22.5% | -31.1% | -10.9% |
| 6M | +15.6% | +31.6% | -15.9% | +10.9% |
| YTD | +9.4% | +21.0% | -11.7% | +6.0% |
| 1Y | +14.7% | +49.0% | -34.3% | +9.4% |
| All | +14.7% | +45.3% | -30.6% | +9.4% |
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