+423.0%
ECHO vs REGN
-4.3%
+427.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | +3.7% | -5.6% | +9.3% | +4.7% |
| 30D | +0.7% | -2.0% | +2.6% | +0.9% |
| 3M | -27.3% | +28.0% | -55.3% | -30.6% |
| 6M | -17.0% | +1.2% | -18.1% | -17.6% |
| YTD | -14.3% | +1.6% | -16.0% | -15.2% |
| 1Y | +20.9% | +38.2% | -17.3% | +13.1% |
| 3Y | +423.0% | -5.4% | +428.3% | +414.8% |
| All | +423.0% | -4.3% | +427.3% | +414.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling