+5,555.9%
COF vs REGN
+20,936.4%
-15,380.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -5.1% | -5.6% | +0.4% | -4.3% |
| 30D | -6.0% | -2.0% | -4.1% | -5.8% |
| 3M | +14.8% | +28.0% | -13.1% | +10.7% |
| 6M | +15.3% | +1.2% | +14.2% | +14.9% |
| YTD | -13.0% | +1.6% | -14.7% | -13.6% |
| 1Y | -5.7% | +38.2% | -44.0% | -10.6% |
| 3Y | +118.1% | -5.4% | +123.5% | +116.3% |
| 5Y | +46.2% | +21.3% | +25.0% | +38.9% |
| 10Y | +246.1% | +105.2% | +140.9% | +195.6% |
| All | +5,555.9% | +20,936.4% | -15,380.5% | +2,319.6% |
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 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