+117.0%
REGN vs EXPD
+335.0%
-218.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +5.7% | +5.5% | +0.1% | +4.0% |
| 30D | +22.8% | -0.8% | +23.6% | +23.1% |
| 3M | +18.7% | +4.1% | +14.5% | +17.2% |
| 6M | +33.1% | +25.7% | +7.4% | +23.9% |
| YTD | +24.3% | +31.4% | -7.1% | +12.9% |
| 1Y | +38.2% | +42.2% | -4.0% | +22.3% |
| 3Y | +21.1% | +77.2% | -56.1% | -2.0% |
| 5Y | +52.8% | +61.0% | -8.2% | +25.3% |
| All | +117.0% | +335.0% | -218.0% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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