-5.4%
REGN vs EXPE
+157.0%
-162.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -5.6% | -5.8% | +0.2% | -5.0% |
| 30D | -2.0% | -13.6% | +11.7% | -0.5% |
| 3M | +28.0% | +25.2% | +2.8% | +24.6% |
| 6M | +1.2% | +22.3% | -21.2% | -1.6% |
| YTD | +1.6% | -0.3% | +1.9% | +1.1% |
| 1Y | +38.2% | +27.8% | +10.4% | +32.3% |
| 3Y | -5.4% | +162.4% | -167.8% | -14.3% |
| All | -5.4% | +157.0% | -162.4% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling