+26,781.2%
CMI vs REGN
+3,485.7%
+23,295.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -0.7% | -5.6% | +4.9% | -0.1% |
| 30D | -12.4% | -2.0% | -10.4% | -12.3% |
| 3M | -14.8% | +28.0% | -42.7% | -17.1% |
| 6M | +0.8% | +1.2% | -0.4% | +0.4% |
| YTD | +10.2% | +1.6% | +8.6% | +9.7% |
| 1Y | +37.4% | +38.2% | -0.8% | +32.2% |
| 3Y | +153.3% | -5.4% | +158.6% | +151.9% |
| 5Y | +167.6% | +21.3% | +146.3% | +157.4% |
| 10Y | +514.4% | +105.2% | +409.1% | +447.5% |
| All | +26,781.2% | +3,485.7% | +23,295.5% | +14,308.7% |
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