-3.9%
REGN vs ES
+27.6%
-31.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -6.0% | -3.5% | -2.5% | -5.3% |
| 30D | -0.4% | -3.0% | +2.7% | +0.2% |
| 3M | +32.0% | -0.3% | +32.3% | +31.9% |
| 6M | +3.0% | -5.2% | +8.2% | +3.9% |
| YTD | +3.2% | +4.8% | -1.6% | +1.9% |
| 1Y | +43.4% | +12.7% | +30.7% | +39.1% |
| All | -3.9% | +27.6% | -31.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling