-6.5%
COF vs REGN
+43.8%
-50.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.8% |
| 7D | -2.3% | +10.3% | -12.6% | -3.8% |
| 30D | +4.1% | +22.2% | -18.1% | +0.6% |
| 3M | -7.7% | +17.6% | -25.3% | -10.2% |
| 6M | +8.3% | +28.9% | -20.6% | +2.9% |
| YTD | -14.9% | +17.4% | -32.3% | -17.4% |
| 1Y | -6.5% | +40.9% | -47.4% | -8.6% |
| All | -6.5% | +43.8% | -50.3% | -8.6% |
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