-1.5%
COF vs REGN
+46.5%
-47.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +1.8% | +4.2% | -2.4% | +1.1% |
| 30D | -0.6% | +7.8% | -8.4% | -1.9% |
| 3M | +20.3% | +31.8% | -11.5% | +14.6% |
| 6M | +13.0% | +5.4% | +7.6% | +11.3% |
| YTD | -8.3% | +7.7% | -16.0% | -10.0% |
| 1Y | -1.5% | +46.7% | -48.1% | -7.3% |
| All | -1.5% | +46.5% | -47.9% | -7.3% |
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