+163.1%
RTX vs REGN
+21.2%
+142.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -1.5% | -5.6% | +4.0% | -0.9% |
| 30D | -11.0% | -2.0% | -9.0% | -10.8% |
| 3M | +7.7% | +28.0% | -20.3% | +4.5% |
| 6M | -3.9% | +1.2% | -5.1% | -4.4% |
| YTD | +9.0% | +1.6% | +7.3% | +8.3% |
| 1Y | +27.3% | +38.2% | -11.0% | +22.1% |
| 3Y | +172.9% | -5.4% | +178.3% | +171.5% |
| All | +163.1% | +21.2% | +142.0% | +155.7% |
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 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