+47.1%
EQT vs REGN
+105.3%
-58.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -2.0% | -5.6% | +3.6% | -1.2% |
| 30D | 0.0% | -2.0% | +2.0% | +0.3% |
| 3M | +5.9% | +28.0% | -22.0% | +2.1% |
| 6M | -14.8% | +1.2% | -15.9% | -15.2% |
| YTD | +1.8% | +1.6% | +0.1% | +1.1% |
| 1Y | +7.4% | +38.2% | -30.9% | +1.0% |
| 3Y | +33.6% | -5.4% | +39.0% | +32.4% |
| 5Y | +199.3% | +21.3% | +178.1% | +180.0% |
| All | +47.1% | +105.3% | -58.1% | +11.6% |
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 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