+155.8%
EXC vs REGN
+105.3%
+50.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -1.1% | -5.6% | +4.5% | -0.4% |
| 30D | -3.6% | -2.0% | -1.7% | -3.4% |
| 3M | -4.3% | +28.0% | -32.2% | -7.5% |
| 6M | -9.9% | +1.2% | -11.1% | -10.4% |
| YTD | +1.8% | +1.6% | +0.1% | +1.0% |
| 1Y | +2.9% | +38.2% | -35.4% | -2.5% |
| 3Y | +19.1% | -5.4% | +24.5% | +18.2% |
| 5Y | +44.8% | +21.3% | +23.6% | +36.3% |
| All | +155.8% | +105.3% | +50.6% | +126.5% |
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 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