+93.3%
REGN vs ELF
+303.8%
-210.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -5.6% | -11.6% | +6.0% | -4.8% |
| 30D | -2.0% | +4.6% | -6.6% | -2.3% |
| 3M | +28.0% | +59.7% | -31.8% | +23.6% |
| 6M | +1.2% | +21.2% | -20.1% | -0.7% |
| YTD | +1.6% | +27.4% | -25.8% | -0.9% |
| 1Y | +38.2% | -29.8% | +68.1% | +39.5% |
| 3Y | -5.4% | -28.5% | +23.1% | -7.9% |
| 5Y | +21.3% | +220.0% | -198.8% | +4.7% |
| All | +93.3% | +303.8% | -210.4% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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