+108.8%
REGN vs ESTC
+26.3%
+82.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.8% |
| 7D | -1.6% | -4.3% | +2.7% | -1.3% |
| 30D | +3.4% | +17.7% | -14.3% | +1.6% |
| 3M | +32.7% | +42.3% | -9.6% | +28.0% |
| 6M | +6.9% | +64.6% | -57.6% | +1.3% |
| YTD | +5.4% | +17.2% | -11.8% | +2.8% |
| 1Y | +45.8% | -4.2% | +50.1% | +44.6% |
| 3Y | -1.5% | +13.5% | -15.1% | -7.2% |
| 5Y | +22.2% | -45.5% | +67.8% | +22.6% |
| All | +108.8% | +26.3% | +82.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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