+3,855.2%
REGN vs EXPD
+31,156.8%
-27,301.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | +4.2% | -1.1% | +5.4% | +4.6% |
| 30D | +7.8% | +4.1% | +3.7% | +6.3% |
| 3M | +31.8% | +17.9% | +13.9% | +24.4% |
| 6M | +5.4% | +29.2% | -23.8% | -4.1% |
| YTD | +7.7% | +27.4% | -19.7% | -2.3% |
| 1Y | +46.7% | +56.8% | -10.2% | +23.5% |
| 3Y | +0.5% | +68.0% | -67.6% | -18.2% |
| 5Y | +22.9% | +61.9% | -38.9% | -1.1% |
| 10Y | +115.0% | +316.0% | -201.0% | +22.3% |
| All | +3,855.2% | +31,156.8% | -27,301.6% | +1,222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling