-5.5%
CI vs REGN
+46.5%
-52.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | +1.3% | +4.2% | -2.9% | +0.8% |
| 30D | +4.4% | +7.8% | -3.4% | +3.4% |
| 3M | +0.7% | +31.8% | -31.1% | -3.2% |
| 6M | +0.3% | +5.4% | -5.0% | -0.5% |
| YTD | +3.8% | +7.7% | -3.8% | +2.5% |
| 1Y | -5.5% | +46.7% | -52.2% | -11.1% |
| All | -5.5% | +46.5% | -52.0% | -11.1% |
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