+11.9%
COST vs REGN
+45.3%
-33.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.1% | +2.9% |
| 7D | +6.6% | +14.4% | -7.8% | +5.7% |
| 30D | +13.5% | +28.1% | -14.6% | +12.0% |
| 3M | +10.6% | +22.5% | -11.9% | +9.4% |
| 6M | +3.6% | +31.6% | -27.9% | +1.8% |
| YTD | +22.1% | +21.0% | +1.0% | +19.8% |
| 1Y | +11.9% | +49.0% | -37.1% | +10.3% |
| All | +11.9% | +45.3% | -33.4% | +10.3% |
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