+292.4%
C vs REGN
+105.3%
+187.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +0.8% | -5.6% | +6.4% | +1.9% |
| 30D | +0.9% | -2.0% | +2.9% | +1.2% |
| 3M | +1.1% | +28.0% | -26.9% | -3.8% |
| 6M | +28.4% | +1.2% | +27.2% | +27.6% |
| YTD | +20.8% | +1.6% | +19.1% | +19.7% |
| 1Y | +43.4% | +38.2% | +5.2% | +33.4% |
| 3Y | +274.9% | -5.4% | +280.2% | +270.8% |
| 5Y | +136.7% | +21.3% | +115.4% | +120.7% |
| All | +292.4% | +105.3% | +187.1% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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