-5.4%
REGN vs EXE
+15.6%
-21.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.4% |
| 7D | -5.6% | -3.1% | -2.4% | -5.5% |
| 30D | -2.0% | -0.9% | -1.0% | -1.9% |
| 3M | +28.0% | +9.6% | +18.4% | +27.7% |
| 6M | +1.2% | -11.6% | +12.8% | +1.6% |
| YTD | +1.6% | -12.6% | +14.2% | +2.1% |
| 1Y | +38.2% | +1.2% | +37.1% | +37.3% |
| 3Y | -5.4% | +18.0% | -23.4% | -7.5% |
| All | -5.4% | +15.6% | -21.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling