+238.9%
CRM vs REGN
+105.3%
+133.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | -4.4% | -5.6% | +1.1% | -3.1% |
| 30D | +28.1% | -2.0% | +30.1% | +28.7% |
| 3M | +48.8% | +28.0% | +20.9% | +40.3% |
| 6M | +28.3% | +1.2% | +27.1% | +27.0% |
| YTD | -6.0% | +1.6% | -7.7% | -7.3% |
| 1Y | +1.4% | +38.2% | -36.8% | -8.4% |
| 3Y | +11.8% | -5.4% | +17.2% | +9.6% |
| 5Y | -2.0% | +21.3% | -23.3% | -12.8% |
| All | +238.9% | +105.3% | +133.6% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling