-5.4%
REGN vs ELV
-2.1%
-3.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.6% | +3.2% | -8.8% | -6.1% |
| 30D | -2.0% | +5.4% | -7.3% | -2.9% |
| 3M | +28.0% | +5.4% | +22.6% | +26.4% |
| 6M | +1.2% | +45.7% | -44.6% | -6.1% |
| YTD | +1.6% | +21.2% | -19.6% | -3.1% |
| 1Y | +38.2% | +35.6% | +2.6% | +28.3% |
| 3Y | -5.4% | -2.0% | -3.4% | -9.1% |
| All | -5.4% | -2.1% | -3.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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