+3,500.5%
REGN vs EMB
+129.5%
+3,371.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | -6.0% | -1.1% | -4.9% | -5.4% |
| 30D | -0.4% | -1.1% | +0.7% | +0.3% |
| 3M | +32.0% | -0.8% | +32.8% | +32.6% |
| 6M | +3.0% | -0.1% | +3.1% | +3.1% |
| YTD | +3.2% | +0.4% | +2.7% | +3.0% |
| 1Y | +43.4% | +3.3% | +40.2% | +41.1% |
| 3Y | -3.6% | +29.0% | -32.6% | -15.7% |
| 5Y | +23.1% | +6.3% | +16.8% | +18.4% |
| 10Y | +108.3% | +29.7% | +78.6% | +82.1% |
| All | +3,500.5% | +129.5% | +3,371.0% | +2,199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling