+14.7%
CL vs REGN
+32.8%
-18.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +3.2% | +5.7% | -2.4% | +2.6% |
| 30D | +8.0% | +22.8% | -14.7% | +5.1% |
| 3M | +7.9% | +18.7% | -10.8% | +5.1% |
| 6M | +14.7% | +33.1% | -18.3% | +8.8% |
| All | +14.7% | +32.8% | -18.1% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling