+37.0%
CHYM vs REGN
+46.5%
-9.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +1.7% | +4.2% | -2.5% | +0.9% |
| 30D | +30.2% | +7.8% | +22.4% | +28.6% |
| 3M | +85.9% | +31.8% | +54.1% | +77.6% |
| 6M | +49.9% | +5.4% | +44.5% | +46.4% |
| YTD | +34.1% | +7.7% | +26.5% | +30.8% |
| 1Y | +37.0% | +46.7% | -9.7% | +24.6% |
| All | +37.0% | +46.5% | -9.5% | +24.6% |
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