+3,458.4%
CLS vs REGN
+9,086.2%
-5,627.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +20.1% | -5.2% | +25.3% | +21.3% |
| 30D | +6.0% | +0.1% | +6.0% | +5.8% |
| 3M | -10.3% | +31.2% | -41.5% | -15.4% |
| 6M | +24.5% | +3.6% | +20.9% | +22.7% |
| YTD | +12.9% | +5.0% | +7.8% | +10.9% |
| 1Y | +36.7% | +45.9% | -9.2% | +25.2% |
| 3Y | +1,328.1% | -1.9% | +1,329.9% | +1,293.6% |
| 5Y | +3,682.3% | +26.2% | +3,656.1% | +3,367.3% |
| 10Y | +3,038.3% | +112.1% | +2,926.2% | +2,381.1% |
| All | +3,458.4% | +9,086.2% | -5,627.8% | +768.5% |
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