-5.4%
REGN vs EIX
-7.1%
+1.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -5.6% | -1.4% | -4.2% | -5.5% |
| 30D | -2.0% | -19.3% | +17.4% | 0.0% |
| 3M | +28.0% | -21.7% | +49.6% | +30.8% |
| 6M | +1.2% | -19.8% | +21.0% | +2.9% |
| YTD | +1.6% | -3.0% | +4.7% | +0.5% |
| 1Y | +38.2% | +5.1% | +33.1% | +35.0% |
| 3Y | -5.4% | -7.0% | +1.6% | -7.8% |
| All | -5.4% | -7.1% | +1.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling