-16.0%
CLF vs REGN
-2.9%
-13.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -3.7% | -6.0% | +2.3% | -2.0% |
| 30D | -4.7% | -0.4% | -4.3% | -4.6% |
| 3M | -4.7% | +32.0% | -36.7% | -12.0% |
| 6M | +24.0% | +3.0% | +21.0% | +22.6% |
| YTD | -10.9% | +3.2% | -14.1% | -12.3% |
| 1Y | +4.0% | +43.4% | -39.4% | -8.9% |
| All | -16.0% | -2.9% | -13.2% | -23.1% |
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