+3,634.3%
REGN vs EVRG
+1,874.3%
+1,759.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -2.0% | -1.2% | -0.7% | -1.5% |
| 3M | +28.0% | -0.6% | +28.6% | +28.0% |
| 6M | +1.2% | +2.4% | -1.3% | -0.2% |
| YTD | +1.6% | +15.5% | -13.8% | -4.6% |
| 1Y | +38.2% | +16.8% | +21.4% | +28.9% |
| 3Y | -5.4% | +75.0% | -80.4% | -25.9% |
| 5Y | +21.3% | +49.3% | -28.1% | -0.1% |
| 10Y | +105.2% | +113.5% | -8.3% | +35.5% |
| All | +3,634.3% | +1,874.3% | +1,759.9% | +1,070.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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