+71.6%
CRH vs REGN
-4.3%
+75.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -6.1% | -5.6% | -0.5% | -4.9% |
| 30D | -9.3% | -2.0% | -7.3% | -9.0% |
| 3M | -15.2% | +28.0% | -43.1% | -19.8% |
| 6M | -14.2% | +1.2% | -15.4% | -14.9% |
| YTD | -28.3% | +1.6% | -29.9% | -29.0% |
| 1Y | -21.8% | +38.2% | -60.0% | -28.1% |
| 3Y | +71.6% | -5.4% | +77.0% | +69.9% |
| All | +71.6% | -4.3% | +75.9% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling