+12,274.3%
REGN vs EME
+63,295.5%
-51,021.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.9% |
| 7D | -5.6% | +3.5% | -9.1% | -6.7% |
| 30D | -2.0% | -6.3% | +4.4% | -0.2% |
| 3M | +28.0% | -3.8% | +31.7% | +27.7% |
| 6M | +1.2% | +8.5% | -7.4% | -3.3% |
| YTD | +1.6% | +27.8% | -26.2% | -8.5% |
| 1Y | +38.2% | +22.2% | +16.0% | +24.4% |
| 3Y | -5.4% | +253.5% | -258.8% | -44.5% |
| 5Y | +21.3% | +578.6% | -557.4% | -45.1% |
| 10Y | +105.2% | +1,355.6% | -1,250.4% | -36.9% |
| All | +12,274.3% | +63,295.5% | -51,021.2% | +1,315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling