+6,651.5%
CME vs REGN
+3,736.6%
+2,915.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.6% | -5.2% | +4.6% | +0.2% |
| 30D | +4.7% | +0.1% | +4.6% | +4.6% |
| 3M | +7.8% | +31.2% | -23.4% | +2.9% |
| 6M | -11.0% | +3.6% | -14.6% | -12.0% |
| YTD | +4.0% | +5.0% | -1.0% | +2.4% |
| 1Y | +9.1% | +45.9% | -36.8% | +1.3% |
| 3Y | +52.3% | -1.9% | +54.1% | +48.4% |
| 5Y | +76.1% | +26.2% | +49.9% | +61.9% |
| 10Y | +280.6% | +112.1% | +168.5% | +207.1% |
| All | +6,651.5% | +3,736.6% | +2,915.0% | +2,661.4% |
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 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