+104.1%
CELH vs REGN
+3,518.6%
-3,414.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | -11.2% | -5.6% | -5.6% | -10.5% |
| 30D | -1.4% | -2.0% | +0.5% | -1.2% |
| 3M | -4.2% | +28.0% | -32.1% | -7.3% |
| 6M | -40.5% | +1.2% | -41.6% | -40.7% |
| YTD | -40.5% | +1.6% | -42.1% | -40.8% |
| 1Y | -53.0% | +38.2% | -91.2% | -55.3% |
| 3Y | -59.1% | -5.4% | -53.7% | -59.4% |
| 5Y | -10.7% | +21.3% | -32.0% | -14.5% |
| 10Y | +3,788.6% | +105.2% | +3,683.4% | +3,406.6% |
| All | +104.1% | +3,518.6% | -3,414.5% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling