+273.0%
EMR vs REGN
+105.3%
+167.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | -0.4% | -5.6% | +5.2% | +0.6% |
| 30D | -6.8% | -2.0% | -4.8% | -6.5% |
| 3M | +7.5% | +28.0% | -20.5% | +2.3% |
| 6M | +9.9% | +1.2% | +8.7% | +9.2% |
| YTD | +16.0% | +1.6% | +14.3% | +15.0% |
| 1Y | +12.4% | +38.2% | -25.8% | +4.7% |
| 3Y | +60.2% | -5.4% | +65.6% | +57.8% |
| 5Y | +67.9% | +21.3% | +46.6% | +55.6% |
| All | +273.0% | +105.3% | +167.7% | +191.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling