+107.7%
COST vs REGN
+21.2%
+86.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.4% |
| 7D | -1.2% | -5.6% | +4.4% | -0.6% |
| 30D | -4.7% | -2.0% | -2.8% | -4.6% |
| 3M | -7.1% | +28.0% | -35.1% | -9.6% |
| 6M | -8.5% | +1.2% | -9.7% | -8.9% |
| YTD | +5.4% | +1.6% | +3.7% | +4.8% |
| 1Y | -5.6% | +38.2% | -43.9% | -9.8% |
| 3Y | +68.5% | -5.4% | +73.8% | +69.4% |
| All | +107.7% | +21.2% | +86.5% | +100.6% |
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 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