+4,860.1%
CRH vs REGN
+3,485.7%
+1,374.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -6.1% | -5.6% | -0.5% | -5.6% |
| 30D | -9.3% | -2.0% | -7.3% | -9.2% |
| 3M | -15.2% | +28.0% | -43.1% | -16.8% |
| 6M | -14.2% | +1.2% | -15.4% | -14.4% |
| YTD | -28.3% | +1.6% | -29.9% | -28.5% |
| 1Y | -21.8% | +38.2% | -60.0% | -23.9% |
| 3Y | +71.6% | -5.4% | +77.0% | +70.9% |
| 5Y | +96.6% | +21.3% | +75.3% | +91.5% |
| 10Y | +253.8% | +105.2% | +148.6% | +227.9% |
| All | +4,860.1% | +3,485.7% | +1,374.3% | +3,386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling