+27.7%
CL vs REGN
-1.1%
+28.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.3% | -5.2% | +2.9% | -1.7% |
| 30D | -5.5% | +0.1% | -5.6% | -5.5% |
| 3M | +0.8% | +31.2% | -30.4% | -2.3% |
| 6M | -4.2% | +3.6% | -7.8% | -4.8% |
| YTD | +13.4% | +5.0% | +8.4% | +12.4% |
| 1Y | +7.1% | +45.9% | -38.8% | +2.3% |
| All | +27.7% | -1.1% | +28.8% | +26.8% |
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 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