+3,860.6%
CLS vs REGN
+21.2%
+3,839.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.0% | +6.8% |
| 7D | +10.9% | -5.6% | +16.5% | +12.1% |
| 30D | +2.1% | -2.0% | +4.0% | +2.2% |
| 3M | -10.2% | +28.0% | -38.1% | -15.0% |
| 6M | +30.4% | +1.2% | +29.2% | +29.6% |
| YTD | +17.2% | +1.6% | +15.6% | +16.3% |
| 1Y | +41.0% | +38.2% | +2.8% | +30.2% |
| 3Y | +1,338.0% | -5.4% | +1,343.3% | +1,320.7% |
| All | +3,860.6% | +21.2% | +3,839.4% | +3,461.6% |
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 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