+3,634.3%
REGN vs EAT
+6,214.5%
-2,580.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -5.6% | -7.7% | +2.1% | -4.2% |
| 30D | -2.0% | -13.6% | +11.6% | +0.6% |
| 3M | +28.0% | +33.9% | -5.9% | +20.8% |
| 6M | +1.2% | +47.2% | -46.1% | -7.1% |
| YTD | +1.6% | +48.1% | -46.4% | -7.1% |
| 1Y | +38.2% | +33.7% | +4.6% | +28.1% |
| 3Y | -5.4% | +595.8% | -601.1% | -38.5% |
| 5Y | +21.3% | +314.4% | -293.1% | -17.4% |
| 10Y | +105.2% | +375.1% | -269.9% | +10.4% |
| All | +3,634.3% | +6,214.5% | -2,580.2% | +648.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling