+11,141.9%
RTX vs REGN
+3,605.8%
+7,536.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | -5.2% | +3.6% | -1.2% |
| 30D | -11.6% | +0.1% | -11.6% | -11.6% |
| 3M | +9.2% | +31.2% | -22.1% | +6.9% |
| 6M | -4.4% | +3.6% | -8.0% | -4.8% |
| YTD | +8.9% | +5.0% | +3.8% | +8.2% |
| 1Y | +32.1% | +45.9% | -13.8% | +27.9% |
| 3Y | +151.2% | -1.9% | +153.1% | +149.1% |
| 5Y | +162.9% | +26.2% | +136.7% | +154.3% |
| 10Y | +283.9% | +112.1% | +171.9% | +251.3% |
| All | +11,141.9% | +3,605.8% | +7,536.2% | +7,117.4% |
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 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