+23.4%
REGN vs ELF
+217.5%
-194.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -5.6% | -11.6% | +6.0% | -4.7% |
| 30D | -2.0% | +4.6% | -6.6% | -2.3% |
| 3M | +28.0% | +59.7% | -31.8% | +23.1% |
| 6M | +1.2% | +21.2% | -20.1% | -0.9% |
| YTD | +1.6% | +27.4% | -25.8% | -1.2% |
| 1Y | +38.2% | -29.8% | +68.1% | +39.8% |
| 3Y | -5.4% | -28.5% | +23.1% | -9.1% |
| All | +23.4% | +217.5% | -194.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling