+46.7%
REGN vs ETR
+23.8%
+22.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | +4.2% | +1.4% | +2.8% | +4.2% |
| 30D | +7.8% | +1.0% | +6.8% | +7.8% |
| 3M | +31.8% | -1.3% | +33.1% | +32.0% |
| 6M | +5.4% | +1.9% | +3.5% | +6.2% |
| YTD | +7.7% | +18.2% | -10.5% | +11.6% |
| 1Y | +46.7% | +24.7% | +22.0% | +50.2% |
| All | +46.7% | +23.8% | +22.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling