+97.5%
REGN vs EWJ
+144.4%
-47.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.6% |
| 7D | -5.6% | +0.3% | -5.9% | -5.7% |
| 30D | -2.0% | +0.8% | -2.7% | -2.4% |
| 3M | +28.0% | +7.5% | +20.5% | +22.7% |
| 6M | +1.2% | +15.6% | -14.4% | -6.8% |
| YTD | +1.6% | +22.7% | -21.1% | -9.4% |
| 1Y | +38.2% | +26.4% | +11.8% | +21.1% |
| 3Y | -5.4% | +72.5% | -77.9% | -30.6% |
| 5Y | +21.3% | +52.4% | -31.2% | -5.6% |
| All | +97.5% | +144.4% | -47.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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