+22.8%
CB vs REGN
+46.5%
-23.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.9% |
| 7D | +0.5% | +4.2% | -3.7% | +0.4% |
| 30D | -3.1% | +7.8% | -10.9% | -3.3% |
| 3M | +9.0% | +31.8% | -22.9% | +8.2% |
| 6M | +2.9% | +5.4% | -2.5% | +1.8% |
| YTD | +10.1% | +7.7% | +2.5% | +9.1% |
| 1Y | +22.8% | +46.7% | -23.9% | +24.1% |
| All | +22.8% | +46.5% | -23.7% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling