+3,301.3%
EMR vs REGN
+3,605.8%
-304.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.9% | -5.2% | +6.1% | +1.4% |
| 30D | -5.0% | +0.1% | -5.0% | -5.0% |
| 3M | +5.9% | +31.2% | -25.3% | +3.4% |
| 6M | +7.3% | +3.6% | +3.7% | +6.9% |
| YTD | +14.6% | +5.0% | +9.5% | +13.8% |
| 1Y | +15.6% | +45.9% | -30.2% | +11.5% |
| 3Y | +60.2% | -1.9% | +62.0% | +58.8% |
| 5Y | +65.8% | +26.2% | +39.7% | +60.2% |
| 10Y | +277.4% | +112.1% | +165.3% | +244.2% |
| All | +3,301.3% | +3,605.8% | -304.5% | +1,985.6% |
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