+1,338.0%
CLS vs REGN
-4.3%
+1,342.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.0% | +6.8% |
| 7D | +10.9% | -5.6% | +16.5% | +11.8% |
| 30D | +2.1% | -2.0% | +4.0% | +2.1% |
| 3M | -10.2% | +28.0% | -38.1% | -14.2% |
| 6M | +30.4% | +1.2% | +29.2% | +30.2% |
| YTD | +17.2% | +1.6% | +15.6% | +16.9% |
| 1Y | +41.0% | +38.2% | +2.8% | +32.4% |
| 3Y | +1,338.0% | -5.4% | +1,343.3% | +1,324.8% |
| All | +1,338.0% | -4.3% | +1,342.3% | +1,324.8% |
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