-41.8%
CLF vs REGN
+51.9%
-93.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.4% |
| 7D | +10.4% | +5.7% | +4.7% | +8.6% |
| 30D | +0.6% | +22.8% | -22.2% | -5.7% |
| 3M | +4.1% | +18.7% | -14.6% | -1.4% |
| 6M | +15.1% | +33.1% | -18.0% | +4.6% |
| YTD | -4.7% | +24.3% | -29.0% | -12.0% |
| 1Y | +20.4% | +38.2% | -17.8% | +7.0% |
| 3Y | -23.4% | +21.1% | -44.4% | -32.0% |
| All | -41.8% | +51.9% | -93.6% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling