+97.5%
REGN vs EFX
+42.6%
+54.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | -4.5% | -1.0% | -4.6% |
| 30D | -2.0% | -6.1% | +4.1% | -0.7% |
| 3M | +28.0% | +6.2% | +21.7% | +25.6% |
| 6M | +1.2% | -11.2% | +12.4% | +3.0% |
| YTD | +1.6% | -21.4% | +23.0% | +5.8% |
| 1Y | +38.2% | -34.3% | +72.6% | +49.9% |
| 3Y | -5.4% | -12.5% | +7.2% | -6.4% |
| 5Y | +21.3% | -35.6% | +56.8% | +26.7% |
| All | +97.5% | +42.6% | +54.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling