-5.4%
REGN vs EL
-34.0%
+28.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.6% | -6.5% | +0.9% | -4.7% |
| 30D | -2.0% | +11.1% | -13.1% | -3.5% |
| 3M | +28.0% | +10.7% | +17.2% | +25.9% |
| 6M | +1.2% | +6.9% | -5.7% | -0.5% |
| YTD | +1.6% | -6.3% | +7.9% | +1.1% |
| 1Y | +38.2% | +13.5% | +24.8% | +33.4% |
| 3Y | -5.4% | -33.1% | +27.7% | -10.6% |
| All | -5.4% | -34.0% | +28.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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