+97.5%
REGN vs ETR
+296.9%
-199.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.6% | -1.8% | -3.8% | -5.3% |
| 30D | -2.0% | -1.8% | -0.2% | -1.7% |
| 3M | +28.0% | -3.6% | +31.5% | +28.6% |
| 6M | +1.2% | +2.6% | -1.5% | +0.5% |
| YTD | +1.6% | +16.0% | -14.4% | -1.2% |
| 1Y | +38.2% | +20.1% | +18.1% | +33.3% |
| 3Y | -5.4% | +143.6% | -148.9% | -21.8% |
| 5Y | +21.3% | +124.4% | -103.1% | +1.1% |
| All | +97.5% | +296.9% | -199.4% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling