+303.5%
EWY vs REGN
+105.3%
+198.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.5% |
| 7D | -0.1% | -5.6% | +5.5% | +0.9% |
| 30D | +7.3% | -2.0% | +9.3% | +7.6% |
| 3M | -5.1% | +28.0% | -33.1% | -9.4% |
| 6M | +42.1% | +1.2% | +40.9% | +41.3% |
| YTD | +94.1% | +1.6% | +92.5% | +93.0% |
| 1Y | +147.8% | +38.2% | +109.6% | +132.3% |
| 3Y | +222.9% | -5.4% | +228.3% | +220.2% |
| 5Y | +150.6% | +21.3% | +129.3% | +133.6% |
| All | +303.5% | +105.3% | +198.2% | +239.9% |
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