Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CDE vs REGN✓SelectedUSD · REGNCDE vs REGN performance historyLatest closeAs of+1.18%09/11
Stock and ETF performance explorer

CDE vs REGN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+56.1%
REGN return
+105.3%
Excess return
-49.2%
Maximum drawdown
-84.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioREGNExcessAlpha
1D+1.2%-1.5%+2.7%+1.6%
7D-3.1%-5.6%+2.5%-1.7%
30D+9.5%-2.0%+11.4%+10.1%
3M+25.5%+28.0%-2.5%+18.0%
6M-7.9%+1.2%-9.0%-8.3%
YTD+15.6%+1.6%+13.9%+14.8%
1Y+34.0%+38.2%-4.2%+23.1%
3Y+791.9%-5.4%+797.3%+792.6%
5Y+197.7%+21.3%+176.5%+174.7%
All+56.1%+105.3%-49.2%+31.2%

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