+4,772.5%
REGN vs ET
+1,438.5%
+3,334.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -2.0% | +2.9% | -4.8% | -2.6% |
| 3M | +28.0% | +16.8% | +11.2% | +23.8% |
| 6M | +1.2% | +18.9% | -17.7% | -2.7% |
| YTD | +1.6% | +37.7% | -36.1% | -5.2% |
| 1Y | +38.2% | +32.4% | +5.8% | +29.8% |
| 3Y | -5.4% | +99.5% | -104.8% | -19.2% |
| 5Y | +21.3% | +244.0% | -222.7% | -9.3% |
| 10Y | +105.2% | +172.1% | -66.9% | +48.6% |
| All | +4,772.5% | +1,438.5% | +3,334.0% | +1,187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling