+5,689.8%
REGN vs EWJ
+157.4%
+5,532.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.8% |
| 7D | -5.6% | +0.3% | -5.9% | -5.8% |
| 30D | -2.0% | +0.8% | -2.7% | -2.5% |
| 3M | +28.0% | +7.5% | +20.5% | +21.8% |
| 6M | +1.2% | +15.6% | -14.4% | -8.1% |
| YTD | +1.6% | +22.7% | -21.1% | -11.1% |
| 1Y | +38.2% | +26.4% | +11.8% | +18.5% |
| 3Y | -5.4% | +72.5% | -77.9% | -33.8% |
| 5Y | +21.3% | +52.4% | -31.2% | -9.6% |
| 10Y | +105.2% | +143.8% | -38.6% | +12.2% |
| All | +5,689.8% | +157.4% | +5,532.5% | +2,365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling