+3,772.0%
REGN vs ES
+1,253.0%
+2,519.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | +3.4% | -1.2% | +4.6% | +3.8% |
| 3M | +32.7% | +5.0% | +27.7% | +29.9% |
| 6M | +6.9% | -2.8% | +9.7% | +7.7% |
| YTD | +5.4% | +8.6% | -3.2% | +1.2% |
| 1Y | +45.8% | +18.9% | +26.9% | +34.0% |
| 3Y | -1.5% | +32.1% | -33.7% | -15.5% |
| 5Y | +22.2% | -5.1% | +27.3% | +18.4% |
| 10Y | +103.6% | +84.2% | +19.4% | +39.0% |
| All | +3,772.0% | +1,253.0% | +2,519.0% | +829.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling