+97.5%
REGN vs EXR
+151.8%
-54.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | -2.0% | -6.2% | +4.3% | -0.5% |
| 3M | +28.0% | -7.4% | +35.4% | +30.1% |
| 6M | +1.2% | -0.5% | +1.7% | +1.1% |
| YTD | +1.6% | +8.1% | -6.4% | -0.5% |
| 1Y | +38.2% | -2.9% | +41.1% | +38.5% |
| 3Y | -5.4% | +22.9% | -28.3% | -10.6% |
| 5Y | +21.3% | -10.2% | +31.4% | +21.1% |
| All | +97.5% | +151.8% | -54.3% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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