+1,066.9%
C vs REGN
+3,618.0%
-2,551.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +3.2% | -1.6% | +4.8% | +3.4% |
| 30D | +1.3% | +3.4% | -2.1% | +0.8% |
| 3M | +3.1% | +32.7% | -29.6% | -0.8% |
| 6M | +29.6% | +6.9% | +22.7% | +28.1% |
| YTD | +19.0% | +5.4% | +13.6% | +17.7% |
| 1Y | +45.6% | +45.8% | -0.2% | +37.7% |
| 3Y | +269.3% | -1.5% | +270.8% | +264.5% |
| 5Y | +131.6% | +22.2% | +109.3% | +120.5% |
| 10Y | +286.5% | +103.6% | +183.0% | +235.2% |
| All | +1,066.9% | +3,618.0% | -2,551.1% | +456.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling