+7,712.2%
REGN vs EL
+1,558.7%
+6,153.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | -6.0% | -4.4% | -1.6% | -5.0% |
| 30D | -0.4% | +10.3% | -10.6% | -3.0% |
| 3M | +32.0% | +13.4% | +18.6% | +27.5% |
| 6M | +3.0% | +3.1% | -0.1% | +1.0% |
| YTD | +3.2% | -6.9% | +10.1% | +2.6% |
| 1Y | +43.4% | +11.9% | +31.5% | +35.4% |
| 3Y | -3.6% | -33.8% | +30.2% | -1.9% |
| 5Y | +23.1% | -69.0% | +92.1% | +48.1% |
| 10Y | +108.3% | +25.3% | +83.0% | +61.4% |
| All | +7,712.2% | +1,558.7% | +6,153.5% | +3,376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling