+14.8%
EEM vs REGN
+1.8%
+13.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -0.7% | -6.0% | +5.3% | -0.2% |
| 30D | +2.4% | -0.4% | +2.8% | +2.4% |
| 3M | +4.2% | +32.0% | -27.8% | +1.0% |
| 6M | +14.8% | +3.0% | +11.7% | +21.7% |
| All | +14.8% | +1.8% | +13.0% | +21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling