+11.7%
CMI vs REGN
+45.3%
-33.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.4% | -5.1% |
| 7D | -11.2% | +14.4% | -25.6% | -12.8% |
| 30D | -9.8% | +28.1% | -38.0% | -13.5% |
| 3M | -25.5% | +22.5% | -48.0% | -28.3% |
| 6M | -27.7% | +31.6% | -59.2% | -31.0% |
| YTD | -6.6% | +21.0% | -27.7% | -8.6% |
| 1Y | +11.7% | +49.0% | -37.3% | +9.3% |
| All | +11.7% | +45.3% | -33.6% | +9.3% |
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