+38.2%
REGN vs ECL
+3.7%
+34.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -5.6% | -1.1% | -4.5% | -5.3% |
| 30D | -2.0% | -0.8% | -1.1% | -1.8% |
| 3M | +28.0% | +5.0% | +22.9% | +26.2% |
| 6M | +1.2% | +0.2% | +0.9% | +0.1% |
| YTD | +1.6% | +5.8% | -4.1% | +1.7% |
| 1Y | +38.2% | +1.5% | +36.7% | +31.7% |
| All | +38.2% | +3.7% | +34.6% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling