-25.3%
REGN vs ETHA
-27.9%
+2.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.6% |
| 7D | -5.6% | +3.5% | -9.0% | -5.8% |
| 30D | -2.0% | +35.3% | -37.3% | -3.6% |
| 3M | +28.0% | +50.9% | -22.9% | +25.0% |
| 6M | +1.2% | +22.1% | -21.0% | -0.1% |
| YTD | +1.6% | -14.6% | +16.2% | +1.3% |
| 1Y | +38.2% | -42.8% | +81.0% | +39.8% |
| All | -25.3% | -27.9% | +2.7% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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