-5.4%
REGN vs ECL
+56.3%
-61.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | -2.0% | -0.8% | -1.1% | -1.7% |
| 3M | +28.0% | +5.0% | +22.9% | +25.6% |
| 6M | +1.2% | +0.2% | +0.9% | +0.7% |
| YTD | +1.6% | +5.8% | -4.1% | -0.6% |
| 1Y | +38.2% | +1.5% | +36.7% | +36.2% |
| 3Y | -5.4% | +55.0% | -60.3% | -17.0% |
| All | -5.4% | +56.3% | -61.7% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling