+134.0%
CNC vs REGN
+46.5%
+87.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.3% |
| 7D | +3.5% | +4.2% | -0.7% | +3.3% |
| 30D | +0.1% | +7.8% | -7.7% | -0.4% |
| 3M | +6.9% | +31.8% | -24.9% | +5.1% |
| 6M | +49.0% | +5.4% | +43.6% | +50.8% |
| YTD | +62.9% | +7.7% | +55.3% | +64.2% |
| 1Y | +134.0% | +46.7% | +87.3% | +125.1% |
| All | +134.0% | +46.5% | +87.5% | +125.1% |
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