+8,283.3%
REGN vs EFV
+255.9%
+8,027.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.3% |
| 7D | -5.6% | -0.8% | -4.8% | -5.1% |
| 30D | -2.0% | +0.6% | -2.6% | -2.4% |
| 3M | +28.0% | +7.5% | +20.4% | +21.5% |
| 6M | +1.2% | +13.0% | -11.9% | -7.5% |
| YTD | +1.6% | +18.3% | -16.7% | -10.0% |
| 1Y | +38.2% | +26.7% | +11.5% | +16.6% |
| 3Y | -5.4% | +89.6% | -94.9% | -40.4% |
| 5Y | +21.3% | +98.2% | -76.9% | -27.4% |
| 10Y | +105.2% | +167.4% | -62.2% | -6.5% |
| All | +8,283.3% | +255.9% | +8,027.3% | +2,461.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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