+107.8%
CB vs REGN
+51.9%
+55.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +2.9% | +5.7% | -2.7% | +2.2% |
| 30D | +7.3% | +22.8% | -15.4% | +4.4% |
| 3M | +9.4% | +18.7% | -9.3% | +6.8% |
| 6M | +19.6% | +33.1% | -13.4% | +14.7% |
| YTD | +21.5% | +24.3% | -2.8% | +17.3% |
| 1Y | +28.0% | +38.2% | -10.2% | +21.6% |
| 3Y | +74.9% | +21.1% | +53.8% | +68.0% |
| All | +107.8% | +51.9% | +55.9% | +87.7% |
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