+184.8%
COP vs REGN
+21.2%
+163.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.3% | -5.6% | +7.9% | +2.8% |
| 30D | +8.6% | -2.0% | +10.6% | +8.8% |
| 3M | +19.9% | +28.0% | -8.1% | +17.1% |
| 6M | +19.0% | +1.2% | +17.9% | +18.8% |
| YTD | +50.0% | +1.6% | +48.3% | +49.4% |
| 1Y | +50.5% | +38.2% | +12.3% | +43.7% |
| 3Y | +25.2% | -5.4% | +30.6% | +21.5% |
| All | +184.8% | +21.2% | +163.6% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling