+38.2%
REGN vs EXPD
+60.5%
-22.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | -5.6% | +2.0% | -7.6% | -5.6% |
| 30D | -2.0% | +4.4% | -6.4% | -1.9% |
| 3M | +28.0% | +15.7% | +12.2% | +28.2% |
| 6M | +1.2% | +37.5% | -36.3% | +1.3% |
| YTD | +1.6% | +29.9% | -28.3% | +1.9% |
| 1Y | +38.2% | +57.8% | -19.5% | +39.6% |
| All | +38.2% | +60.5% | -22.2% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling