+1.4%
CRM vs REGN
+41.3%
-39.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | -4.4% | -5.6% | +1.1% | -4.7% |
| 30D | +28.1% | -2.0% | +30.1% | +28.1% |
| 3M | +48.8% | +28.0% | +20.9% | +52.3% |
| 6M | +28.3% | +1.2% | +27.1% | +28.9% |
| YTD | -6.0% | +1.6% | -7.7% | -5.7% |
| 1Y | +1.4% | +38.2% | -36.8% | +3.0% |
| All | +1.4% | +41.3% | -39.9% | +3.0% |
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