+219.8%
CB vs REGN
+105.3%
+114.5%
-42.6%
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% | +0.4% |
| 7D | -0.7% | -5.6% | +4.9% | +0.1% |
| 30D | -1.2% | -2.0% | +0.8% | -1.0% |
| 3M | +3.8% | +28.0% | -24.2% | +0.3% |
| 6M | +5.8% | +1.2% | +4.6% | +5.2% |
| YTD | +9.4% | +1.6% | +7.7% | +8.6% |
| 1Y | +20.7% | +38.2% | -17.6% | +14.4% |
| 3Y | +70.1% | -5.4% | +75.4% | +68.5% |
| 5Y | +101.4% | +21.3% | +80.1% | +90.5% |
| All | +219.8% | +105.3% | +114.5% | +173.6% |
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