+45.0%
EEM vs REGN
+21.2%
+23.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | -1.3% | -5.6% | +4.3% | -0.6% |
| 30D | +2.1% | -2.0% | +4.0% | +2.3% |
| 3M | +1.0% | +28.0% | -26.9% | -2.1% |
| 6M | +15.9% | +1.2% | +14.8% | +15.6% |
| YTD | +24.6% | +1.6% | +23.0% | +24.2% |
| 1Y | +32.3% | +38.2% | -6.0% | +26.6% |
| 3Y | +85.9% | -5.4% | +91.3% | +84.4% |
| All | +45.0% | +21.2% | +23.8% | +38.3% |
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