-11.2%
CRM vs REGN
+43.8%
-55.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -2.2% |
| 7D | -3.7% | +10.3% | -14.0% | -3.4% |
| 30D | -1.1% | +22.2% | -23.4% | -0.4% |
| 3M | +15.5% | +17.6% | -2.2% | +16.4% |
| 6M | +19.5% | +28.9% | -9.5% | +21.3% |
| YTD | -15.5% | +17.4% | -32.9% | -14.9% |
| 1Y | -11.2% | +40.9% | -52.1% | -9.9% |
| All | -11.2% | +43.8% | -55.0% | -9.9% |
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 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