+3,638.7%
REGN vs ELV
+2,525.7%
+1,113.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -5.6% | +3.2% | -8.8% | -6.8% |
| 30D | -2.0% | +5.4% | -7.3% | -4.0% |
| 3M | +28.0% | +5.4% | +22.6% | +24.6% |
| 6M | +1.2% | +45.7% | -44.6% | -13.3% |
| YTD | +1.6% | +21.2% | -19.6% | -7.7% |
| 1Y | +38.2% | +35.6% | +2.6% | +19.8% |
| 3Y | -5.4% | -2.0% | -3.4% | -10.0% |
| 5Y | +21.3% | +26.0% | -4.7% | +1.6% |
| 10Y | +105.2% | +278.7% | -173.5% | -4.4% |
| All | +3,638.7% | +2,525.7% | +1,113.0% | +717.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling