+3,852.1%
CL vs REGN
+3,697.9%
+154.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.4% |
| 7D | -2.2% | +4.2% | -6.4% | -2.4% |
| 30D | -4.8% | +7.8% | -12.7% | -5.2% |
| 3M | +4.9% | +31.8% | -26.9% | +3.5% |
| 6M | -5.7% | +5.4% | -11.1% | -6.0% |
| YTD | +14.4% | +7.7% | +6.7% | +13.8% |
| 1Y | +8.7% | +46.7% | -37.9% | +6.6% |
| 3Y | +30.0% | +0.5% | +29.5% | +29.2% |
| 5Y | +28.4% | +22.9% | +5.4% | +26.1% |
| 10Y | +50.1% | +115.0% | -64.9% | +43.0% |
| All | +3,852.1% | +3,697.9% | +154.2% | +2,820.6% |
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