+43.8%
REGN vs EOSE
-60.6%
+104.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -5.6% | +1.8% | -7.4% | -5.6% |
| 30D | -2.0% | -6.8% | +4.9% | -1.9% |
| 3M | +28.0% | -36.3% | +64.2% | +28.6% |
| 6M | +1.2% | -38.8% | +39.9% | +1.4% |
| YTD | +1.6% | -65.5% | +67.2% | +2.6% |
| 1Y | +38.2% | -45.3% | +83.5% | +37.8% |
| 3Y | -5.4% | +44.2% | -49.5% | -9.3% |
| 5Y | +21.3% | -69.5% | +90.8% | +14.6% |
| All | +43.8% | -60.6% | +104.4% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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