+1,325.8%
CRWD vs REGN
+157.1%
+1,168.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -3.0% | -5.6% | +2.6% | -1.6% |
| 30D | -6.8% | -2.0% | -4.8% | -6.6% |
| 3M | +19.6% | +28.0% | -8.4% | +11.6% |
| 6M | +87.1% | +1.2% | +85.9% | +85.0% |
| YTD | +76.4% | +1.6% | +74.8% | +73.9% |
| 1Y | +90.8% | +38.2% | +52.6% | +70.5% |
| 3Y | +380.0% | -5.4% | +385.3% | +372.5% |
| 5Y | +215.6% | +21.3% | +194.4% | +173.9% |
| All | +1,325.8% | +157.1% | +1,168.7% | +666.8% |
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