+586.2%
EWT vs REGN
+2,919.6%
-2,333.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.1% |
| 7D | -1.1% | -5.6% | +4.5% | -0.3% |
| 30D | +4.5% | -2.0% | +6.4% | +4.7% |
| 3M | +8.3% | +28.0% | -19.7% | +4.0% |
| 6M | +54.2% | +1.2% | +53.1% | +53.3% |
| YTD | +74.6% | +1.6% | +72.9% | +73.2% |
| 1Y | +84.9% | +38.2% | +46.7% | +74.2% |
| 3Y | +197.5% | -5.4% | +202.9% | +193.9% |
| 5Y | +150.6% | +21.3% | +129.3% | +135.0% |
| 10Y | +516.1% | +105.2% | +410.9% | +412.9% |
| All | +586.2% | +2,919.6% | -2,333.3% | +174.2% |
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