+3,759.3%
REGN vs ED
+2,302.1%
+1,457.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | +0.1% | +1.9% | -1.9% | -0.6% |
| 3M | +31.2% | +1.9% | +29.4% | +30.2% |
| 6M | +3.6% | -2.3% | +5.9% | +4.1% |
| YTD | +5.0% | +10.9% | -5.9% | +1.0% |
| 1Y | +45.9% | +14.5% | +31.4% | +38.4% |
| 3Y | -1.9% | +33.4% | -35.2% | -12.9% |
| 5Y | +26.2% | +67.3% | -41.1% | +2.0% |
| 10Y | +112.1% | +110.7% | +1.4% | +50.2% |
| All | +3,759.3% | +2,302.1% | +1,457.1% | +1,060.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling