+60.7%
COP vs REGN
+45.3%
+15.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.8% | -5.3% |
| 7D | -8.1% | +14.4% | -22.6% | -7.5% |
| 30D | +6.7% | +28.1% | -21.5% | +8.3% |
| 3M | +16.9% | +22.5% | -5.6% | +18.5% |
| 6M | +11.2% | +31.6% | -20.4% | +13.9% |
| YTD | +49.5% | +21.0% | +28.5% | +52.5% |
| 1Y | +60.7% | +49.0% | +11.7% | +65.5% |
| All | +60.7% | +45.3% | +15.4% | +65.5% |
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