+74.9%
CB vs REGN
+21.2%
+53.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +2.9% | +5.7% | -2.7% | +2.5% |
| 30D | +7.3% | +22.8% | -15.4% | +5.5% |
| 3M | +9.4% | +18.7% | -9.3% | +7.8% |
| 6M | +19.6% | +33.1% | -13.4% | +16.5% |
| YTD | +21.5% | +24.3% | -2.8% | +18.8% |
| 1Y | +28.0% | +38.2% | -10.2% | +24.0% |
| 3Y | +74.9% | +21.1% | +53.8% | +69.8% |
| All | +74.9% | +21.2% | +53.7% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling