+49.0%
REGN vs ED
+27.1%
+21.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -5.0% |
| 7D | +14.4% | +5.4% | +9.0% | +13.2% |
| 30D | +28.1% | +16.4% | +11.7% | +24.8% |
| 3M | +22.5% | +11.9% | +10.6% | +20.0% |
| 6M | +31.6% | +11.6% | +20.0% | +28.7% |
| YTD | +21.0% | +24.1% | -3.1% | +15.5% |
| 1Y | +49.0% | +26.9% | +22.1% | +40.6% |
| All | +49.0% | +27.1% | +21.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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