+97.5%
REGN vs ET
+177.0%
-79.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -2.0% | +2.9% | -4.8% | -2.4% |
| 3M | +28.0% | +16.8% | +11.2% | +25.2% |
| 6M | +1.2% | +18.9% | -17.7% | -1.3% |
| YTD | +1.6% | +37.7% | -36.1% | -2.9% |
| 1Y | +38.2% | +32.4% | +5.8% | +32.7% |
| 3Y | -5.4% | +99.5% | -104.8% | -14.5% |
| 5Y | +21.3% | +244.0% | -222.7% | +1.3% |
| All | +97.5% | +177.0% | -79.5% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling