+380.0%
CRWD vs REGN
-4.3%
+384.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -3.0% | -5.6% | +2.6% | -2.7% |
| 30D | -6.8% | -2.0% | -4.8% | -6.8% |
| 3M | +19.6% | +28.0% | -8.4% | +17.5% |
| 6M | +87.1% | +1.2% | +85.9% | +87.3% |
| YTD | +76.4% | +1.6% | +74.8% | +76.4% |
| 1Y | +90.8% | +38.2% | +52.6% | +84.4% |
| 3Y | +380.0% | -5.4% | +385.3% | +391.2% |
| All | +380.0% | -4.3% | +384.3% | +391.2% |
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