+4.5%
CI vs REGN
-2.9%
+7.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | -1.3% | -6.0% | +4.6% | -0.7% |
| 30D | +3.1% | -0.4% | +3.5% | +3.2% |
| 3M | -4.5% | +32.0% | -36.5% | -7.6% |
| 6M | +8.3% | +3.0% | +5.2% | +7.6% |
| YTD | +3.8% | +3.2% | +0.6% | +3.1% |
| 1Y | -5.0% | +43.4% | -48.5% | -9.1% |
| All | +4.5% | -2.9% | +7.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling