-8.5%
EQT vs REGN
+43.8%
-52.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -3.6% |
| 7D | -6.9% | +10.3% | -17.2% | -6.5% |
| 30D | -3.2% | +22.2% | -25.4% | -2.4% |
| 3M | -0.9% | +17.6% | -18.5% | 0.0% |
| 6M | -13.0% | +28.9% | -41.9% | -11.2% |
| YTD | -4.4% | +17.4% | -21.9% | -2.4% |
| 1Y | -8.5% | +40.9% | -49.4% | -1.6% |
| All | -8.5% | +43.8% | -52.3% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling