-6.1%
CI vs REGN
+41.3%
-47.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -0.1% | -5.6% | +5.5% | +0.6% |
| 30D | +1.8% | -2.0% | +3.7% | +2.0% |
| 3M | -4.2% | +28.0% | -32.2% | -7.5% |
| 6M | +8.8% | +1.2% | +7.7% | +8.4% |
| YTD | +3.7% | +1.6% | +2.1% | +3.1% |
| 1Y | -6.1% | +38.2% | -44.4% | -10.7% |
| All | -6.1% | +41.3% | -47.5% | -10.7% |
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