+23.4%
REGN vs EME
+575.5%
-552.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.0% |
| 7D | -5.6% | +3.5% | -9.1% | -6.0% |
| 30D | -2.0% | -6.3% | +4.4% | -1.3% |
| 3M | +28.0% | -3.8% | +31.7% | +27.7% |
| 6M | +1.2% | +8.5% | -7.4% | -0.2% |
| YTD | +1.6% | +27.8% | -26.2% | -1.4% |
| 1Y | +38.2% | +22.2% | +16.0% | +33.8% |
| 3Y | -5.4% | +253.5% | -258.8% | -25.6% |
| All | +23.4% | +575.5% | -552.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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