+49.0%
REGN vs ESI
+27.8%
+21.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.3% | -4.3% |
| 7D | +14.4% | -6.6% | +21.0% | +14.5% |
| 30D | +28.1% | -10.9% | +39.0% | +28.4% |
| 3M | +22.5% | -13.8% | +36.3% | +22.9% |
| 6M | +31.6% | -21.5% | +53.1% | +31.5% |
| YTD | +21.0% | +34.7% | -13.6% | +12.6% |
| 1Y | +49.0% | +24.9% | +24.1% | +39.6% |
| All | +49.0% | +27.8% | +21.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling