+20.2%
CLF vs REGN
+45.3%
-25.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.4% | -4.8% | -8.8% |
| 7D | -7.9% | +14.4% | -22.3% | -8.3% |
| 30D | +5.2% | +28.1% | -22.9% | +3.3% |
| 3M | +4.3% | +22.5% | -18.2% | +3.4% |
| 6M | +25.3% | +31.6% | -6.3% | +23.4% |
| YTD | -3.3% | +21.0% | -24.4% | -3.7% |
| 1Y | +20.2% | +49.0% | -28.7% | +18.5% |
| All | +20.2% | +45.3% | -25.1% | +18.5% |
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