+64.8%
EFA vs REGN
-4.3%
+69.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -1.5% | -5.6% | +4.1% | -0.7% |
| 30D | -1.7% | -2.0% | +0.3% | -1.4% |
| 3M | +3.5% | +28.0% | -24.5% | -0.4% |
| 6M | +9.5% | +1.2% | +8.3% | +9.0% |
| YTD | +12.9% | +1.6% | +11.2% | +12.2% |
| 1Y | +18.2% | +38.2% | -20.0% | +11.9% |
| 3Y | +64.8% | -5.4% | +70.2% | +65.1% |
| All | +64.8% | -4.3% | +69.2% | +65.1% |
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