-5.4%
REGN vs EAT
+578.9%
-584.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -5.6% | -7.7% | +2.1% | -4.9% |
| 30D | -2.0% | -13.6% | +11.6% | -0.7% |
| 3M | +28.0% | +33.9% | -5.9% | +24.4% |
| 6M | +1.2% | +47.2% | -46.1% | -2.7% |
| YTD | +1.6% | +48.1% | -46.4% | -2.5% |
| 1Y | +38.2% | +33.7% | +4.6% | +33.8% |
| 3Y | -5.4% | +595.8% | -601.1% | -17.1% |
| All | -5.4% | +578.9% | -584.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling