+1,235.8%
EWY vs REGN
+2,971.0%
-1,735.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.5% |
| 7D | -0.1% | -5.6% | +5.5% | +1.0% |
| 30D | +7.3% | -2.0% | +9.3% | +7.6% |
| 3M | -5.1% | +28.0% | -33.1% | -9.6% |
| 6M | +42.1% | +1.2% | +40.9% | +41.1% |
| YTD | +94.1% | +1.6% | +92.5% | +92.6% |
| 1Y | +147.8% | +38.2% | +109.6% | +131.4% |
| 3Y | +222.9% | -5.4% | +228.3% | +218.6% |
| 5Y | +150.6% | +21.3% | +129.3% | +132.7% |
| 10Y | +304.4% | +105.2% | +199.2% | +227.9% |
| All | +1,235.8% | +2,971.0% | -1,735.2% | +354.5% |
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