+6,548.9%
CB vs REGN
+6,861.3%
-312.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -0.6% | -1.6% | +1.0% | -0.5% |
| 30D | -3.9% | +3.4% | -7.3% | -4.2% |
| 3M | +4.9% | +32.7% | -27.8% | +2.2% |
| 6M | +3.3% | +6.9% | -3.7% | +2.4% |
| YTD | +8.5% | +5.4% | +3.1% | +7.7% |
| 1Y | +22.1% | +45.8% | -23.8% | +17.3% |
| 3Y | +70.1% | -1.5% | +71.7% | +68.3% |
| 5Y | +97.4% | +22.2% | +75.2% | +90.4% |
| 10Y | +216.8% | +103.6% | +113.3% | +186.3% |
| All | +6,548.9% | +6,861.3% | -312.4% | +3,453.8% |
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 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