+33.6%
ECHO vs REGN
+46.5%
-12.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | +3.4% | +4.2% | -0.8% | +3.0% |
| 30D | +2.4% | +7.8% | -5.5% | +1.6% |
| 3M | -28.0% | +31.8% | -59.8% | -30.0% |
| 6M | -21.2% | +5.4% | -26.6% | -23.0% |
| YTD | -17.4% | +7.7% | -25.0% | -19.2% |
| 1Y | +33.6% | +46.7% | -13.1% | +36.8% |
| All | +33.6% | +46.5% | -12.9% | +36.8% |
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