+63.0%
REGN vs EXE
+188.3%
-125.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -6.0% | -2.2% | -3.8% | -5.8% |
| 30D | -0.4% | -0.8% | +0.4% | -0.3% |
| 3M | +32.0% | +10.0% | +22.0% | +31.1% |
| 6M | +3.0% | -6.3% | +9.4% | +3.4% |
| YTD | +3.2% | -10.7% | +13.8% | +3.8% |
| 1Y | +43.4% | +2.7% | +40.8% | +42.4% |
| 3Y | -3.6% | +19.1% | -22.7% | -6.2% |
| 5Y | +23.1% | +105.4% | -82.3% | +16.5% |
| All | +63.0% | +188.3% | -125.3% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling