+7,744.4%
CI vs REGN
+3,618.0%
+4,126.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -2.0% | -1.6% | -0.4% | -1.9% |
| 30D | -1.8% | +3.4% | -5.2% | -2.1% |
| 3M | -4.2% | +32.7% | -36.9% | -6.6% |
| 6M | +2.7% | +6.9% | -4.2% | +1.9% |
| YTD | +1.9% | +5.4% | -3.5% | +1.2% |
| 1Y | -6.3% | +45.8% | -52.1% | -9.5% |
| 3Y | +3.9% | -1.5% | +5.4% | +2.9% |
| 5Y | +41.9% | +22.2% | +19.6% | +37.3% |
| 10Y | +140.4% | +103.6% | +36.8% | +120.5% |
| All | +7,744.4% | +3,618.0% | +4,126.5% | +4,562.8% |
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