-31.9%
CEG vs REGN
+45.3%
-77.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.3% | -6.4% |
| 7D | -4.8% | +14.4% | -19.2% | -5.4% |
| 30D | -8.2% | +28.1% | -36.3% | -9.6% |
| 3M | -7.9% | +22.5% | -30.4% | -8.9% |
| 6M | -23.2% | +31.6% | -54.8% | -25.0% |
| YTD | -30.1% | +21.0% | -51.2% | -32.2% |
| 1Y | -31.9% | +49.0% | -80.9% | -28.3% |
| All | -31.9% | +45.3% | -77.2% | -28.3% |
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 · 6 months rolling