+79.6%
CME vs REGN
+21.2%
+58.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -1.6% | -5.6% | +4.0% | -1.4% |
| 30D | +5.6% | -2.0% | +7.5% | +5.6% |
| 3M | +5.6% | +28.0% | -22.4% | +4.6% |
| 6M | -8.3% | +1.2% | -9.4% | -8.4% |
| YTD | +4.3% | +1.6% | +2.7% | +4.1% |
| 1Y | +9.1% | +38.2% | -29.2% | +7.1% |
| 3Y | +52.1% | -5.4% | +57.4% | +52.6% |
| All | +79.6% | +21.2% | +58.5% | +71.4% |
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