-11.1%
CHYM vs REGN
+52.1%
-63.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -2.3% | -5.6% | +3.3% | -1.5% |
| 30D | +4.4% | -2.0% | +6.4% | +4.8% |
| 3M | +91.3% | +28.0% | +63.4% | +87.8% |
| 6M | +44.0% | +1.2% | +42.8% | +42.2% |
| YTD | +31.1% | +1.6% | +29.5% | +29.5% |
| 1Y | +37.8% | +38.2% | -0.4% | +37.5% |
| All | -11.1% | +52.1% | -63.2% | -2.3% |
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 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