+604.3%
CEG vs REGN
+27.9%
+576.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -4.8% | -5.6% | +0.8% | -4.0% |
| 30D | +2.3% | -2.0% | +4.3% | +2.6% |
| 3M | +15.6% | +28.0% | -12.4% | +11.5% |
| 6M | -5.0% | +1.2% | -6.2% | -5.5% |
| YTD | -19.0% | +1.6% | -20.7% | -19.6% |
| 1Y | -10.0% | +38.2% | -48.2% | -14.8% |
| 3Y | +163.9% | -5.4% | +169.3% | +162.3% |
| All | +604.3% | +27.9% | +576.5% | +550.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling