+23.4%
REGN vs ESI
+67.8%
-44.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.6% | -4.6% | -0.9% | -4.8% |
| 30D | -2.0% | -10.5% | +8.6% | -0.1% |
| 3M | +28.0% | -19.8% | +47.8% | +32.0% |
| 6M | +1.2% | +5.8% | -4.7% | -2.5% |
| YTD | +1.6% | +38.3% | -36.7% | -8.2% |
| 1Y | +38.2% | +31.5% | +6.7% | +25.8% |
| 3Y | -5.4% | +80.7% | -86.0% | -20.6% |
| All | +23.4% | +67.8% | -44.4% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling