+142.1%
CI vs REGN
+105.3%
+36.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -0.1% | -5.6% | +5.5% | +1.1% |
| 30D | +1.8% | -2.0% | +3.7% | +2.1% |
| 3M | -4.2% | +28.0% | -32.2% | -9.2% |
| 6M | +8.8% | +1.2% | +7.7% | +8.0% |
| YTD | +3.7% | +1.6% | +2.1% | +2.7% |
| 1Y | -6.1% | +38.2% | -44.4% | -13.3% |
| 3Y | +4.5% | -5.4% | +9.8% | +3.2% |
| 5Y | +50.5% | +21.3% | +29.3% | +37.3% |
| All | +142.1% | +105.3% | +36.9% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling