+530.2%
CLF vs REGN
+3,618.0%
-3,087.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | +6.5% | -1.6% | +8.1% | +6.7% |
| 30D | +0.2% | +3.4% | -3.2% | -0.2% |
| 3M | -3.1% | +32.7% | -35.8% | -6.3% |
| 6M | +25.0% | +6.9% | +18.1% | +23.7% |
| YTD | -7.5% | +5.4% | -12.8% | -8.4% |
| 1Y | +11.5% | +45.8% | -34.3% | +6.1% |
| 3Y | -13.7% | -1.5% | -12.2% | -14.5% |
| 5Y | -47.0% | +22.2% | -69.2% | -48.9% |
| 10Y | +116.3% | +103.6% | +12.8% | +94.7% |
| All | +530.2% | +3,618.0% | -3,087.8% | +274.6% |
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