+5.8%
CL vs REGN
+41.3%
-35.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -2.2% | -5.6% | +3.4% | -1.7% |
| 30D | -6.0% | -2.0% | -4.0% | -5.8% |
| 3M | -2.3% | +28.0% | -30.3% | -4.9% |
| 6M | -2.0% | +1.2% | -3.1% | -2.4% |
| YTD | +11.8% | +1.6% | +10.2% | +11.2% |
| 1Y | +5.8% | +38.2% | -32.4% | +3.9% |
| All | +5.8% | +41.3% | -35.5% | +3.9% |
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