+7,696.9%
REGN vs EXPE
+783.9%
+6,913.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -6.0% | -8.7% | +2.7% | -4.2% |
| 30D | -0.4% | -13.6% | +13.3% | +2.5% |
| 3M | +32.0% | +26.6% | +5.4% | +25.0% |
| 6M | +3.0% | +19.9% | -16.9% | -1.8% |
| YTD | +3.2% | -1.7% | +4.9% | +1.4% |
| 1Y | +43.4% | +29.4% | +14.0% | +32.0% |
| 3Y | -3.6% | +155.7% | -159.3% | -26.4% |
| 5Y | +23.1% | +93.1% | -70.0% | -5.9% |
| 10Y | +108.3% | +162.1% | -53.8% | +28.0% |
| All | +7,696.9% | +783.9% | +6,913.0% | +2,142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling