+117.8%
EW vs REGN
+105.3%
+12.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | -6.2% | -5.6% | -0.6% | -4.9% |
| 30D | -9.3% | -2.0% | -7.4% | -8.9% |
| 3M | -1.6% | +28.0% | -29.6% | -7.4% |
| 6M | -0.8% | +1.2% | -2.0% | -1.6% |
| YTD | -1.0% | +1.6% | -2.7% | -2.1% |
| 1Y | +8.2% | +38.2% | -30.1% | -1.2% |
| 3Y | +12.7% | -5.4% | +18.0% | +10.8% |
| 5Y | -30.2% | +21.3% | -51.5% | -37.4% |
| All | +117.8% | +105.3% | +12.5% | +63.4% |
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