+136.1%
C vs REGN
+23.2%
+112.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +0.3% | -6.0% | +6.2% | +1.5% |
| 30D | +2.0% | -0.4% | +2.4% | +2.0% |
| 3M | +4.4% | +32.0% | -27.6% | -1.7% |
| 6M | +28.3% | +3.0% | +25.3% | +27.1% |
| YTD | +20.5% | +3.2% | +17.3% | +19.0% |
| 1Y | +45.5% | +43.4% | +2.1% | +33.0% |
| 3Y | +274.0% | -3.6% | +277.6% | +270.3% |
| 5Y | +136.1% | +23.1% | +113.0% | +114.5% |
| All | +136.1% | +23.2% | +112.9% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling