+23.4%
REGN vs EMB
+6.3%
+17.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -5.6% | -1.2% | -4.4% | -4.7% |
| 30D | -2.0% | -1.3% | -0.7% | -1.0% |
| 3M | +28.0% | -1.8% | +29.7% | +29.7% |
| 6M | +1.2% | +0.2% | +1.0% | +1.1% |
| YTD | +1.6% | +0.4% | +1.3% | +1.5% |
| 1Y | +38.2% | +2.8% | +35.4% | +35.7% |
| 3Y | -5.4% | +29.1% | -34.5% | -19.6% |
| All | +23.4% | +6.3% | +17.0% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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