-32.5%
CBRS vs REGN
+15.4%
-47.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.9% | +12.2% | +9.7% |
| 7D | +17.3% | +4.2% | +13.1% | +18.9% |
| 30D | -2.0% | +7.8% | -9.8% | +0.6% |
| 3M | -2.5% | +31.8% | -34.3% | +15.5% |
| All | -32.5% | +15.4% | -47.9% | -29.9% |
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 · Available span rolling