+3,759.3%
REGN vs ECL
+12,920.9%
-9,161.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | -5.2% | -2.7% | -2.5% | -4.1% |
| 30D | +0.1% | -4.3% | +4.4% | +1.8% |
| 3M | +31.2% | +3.2% | +28.0% | +29.3% |
| 6M | +3.6% | -2.9% | +6.5% | +4.6% |
| YTD | +5.0% | +4.3% | +0.8% | +2.8% |
| 1Y | +45.9% | +1.6% | +44.2% | +43.7% |
| 3Y | -1.9% | +54.3% | -56.1% | -19.4% |
| 5Y | +26.2% | +26.5% | -0.3% | +9.2% |
| 10Y | +112.1% | +155.6% | -43.5% | +25.0% |
| All | +3,759.3% | +12,920.9% | -9,161.6% | +728.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling