+842.3%
EEM vs REGN
+12,036.4%
-11,194.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.5% |
| 7D | -1.3% | -5.6% | +4.3% | -0.1% |
| 30D | +2.1% | -2.0% | +4.0% | +2.4% |
| 3M | +1.0% | +28.0% | -26.9% | -4.1% |
| 6M | +15.9% | +1.2% | +14.8% | +15.1% |
| YTD | +24.6% | +1.6% | +23.0% | +23.5% |
| 1Y | +32.3% | +38.2% | -6.0% | +22.6% |
| 3Y | +85.9% | -5.4% | +91.3% | +82.8% |
| 5Y | +45.4% | +21.3% | +24.1% | +33.4% |
| 10Y | +130.1% | +105.2% | +24.9% | +80.8% |
| All | +842.3% | +12,036.4% | -11,194.1% | +221.0% |
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