+19.6%
CME vs REGN
+45.3%
-25.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +1.4% |
| 7D | +4.8% | +14.4% | -9.6% | +4.7% |
| 30D | +14.2% | +28.1% | -13.9% | +14.4% |
| 3M | +17.9% | +22.5% | -4.6% | +17.9% |
| 6M | +7.2% | +31.6% | -24.3% | +6.9% |
| YTD | +16.7% | +21.0% | -4.3% | +16.0% |
| 1Y | +19.6% | +49.0% | -29.4% | +14.1% |
| All | +19.6% | +45.3% | -25.7% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling