+124.6%
CLF vs REGN
+105.3%
+19.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | -3.5% | -5.6% | +2.1% | -1.6% |
| 30D | -1.6% | -2.0% | +0.4% | -1.0% |
| 3M | -12.0% | +28.0% | -40.0% | -19.5% |
| 6M | +30.0% | +1.2% | +28.8% | +28.3% |
| YTD | -9.2% | +1.6% | -10.8% | -10.9% |
| 1Y | +2.3% | +38.2% | -36.0% | -10.7% |
| 3Y | -14.4% | -5.4% | -9.0% | -16.7% |
| 5Y | -48.3% | +21.3% | -69.6% | -54.9% |
| All | +124.6% | +105.3% | +19.3% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling