-16.5%
CRH vs REGN
+41.8%
-58.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +4.4% | -2.5% | +6.9% | +4.7% |
| 30D | +16.4% | +21.9% | -5.5% | +12.2% |
| 3M | -2.5% | +17.3% | -19.8% | -5.5% |
| 6M | -16.9% | +25.8% | -42.6% | -21.0% |
| YTD | -23.2% | +17.6% | -40.8% | -26.6% |
| 1Y | -16.5% | +40.5% | -57.0% | -18.5% |
| All | -16.5% | +41.8% | -58.3% | -18.5% |
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