+100.4%
REGN vs EXPD
+324.8%
-224.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -6.0% | +1.2% | -7.1% | -6.3% |
| 30D | -0.4% | +6.8% | -7.2% | -2.3% |
| 3M | +32.0% | +14.9% | +17.1% | +26.4% |
| 6M | +3.0% | +34.6% | -31.6% | -6.3% |
| YTD | +3.2% | +27.7% | -24.5% | -5.4% |
| 1Y | +43.4% | +57.7% | -14.2% | +22.2% |
| 3Y | -3.6% | +70.9% | -74.5% | -21.1% |
| 5Y | +23.1% | +59.5% | -36.4% | +1.1% |
| All | +100.4% | +324.8% | -224.3% | +22.1% |
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