-2.7%
CEG vs REGN
+46.5%
-49.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.7% | +5.1% |
| 7D | +8.0% | +4.2% | +3.8% | +7.5% |
| 30D | +12.9% | +7.8% | +5.1% | +12.0% |
| 3M | +13.2% | +31.8% | -18.6% | +9.6% |
| 6M | -7.0% | +5.4% | -12.4% | -8.7% |
| YTD | -15.0% | +7.7% | -22.6% | -16.7% |
| 1Y | -2.7% | +46.7% | -49.4% | -9.2% |
| All | -2.7% | +46.5% | -49.2% | -9.2% |
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 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