+113.5%
CSCO vs REGN
-4.3%
+117.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.8% | +4.5% |
| 7D | +2.7% | -5.6% | +8.3% | +3.2% |
| 30D | -9.5% | -2.0% | -7.5% | -9.4% |
| 3M | -7.6% | +28.0% | -35.6% | -9.7% |
| 6M | +44.9% | +1.2% | +43.7% | +45.1% |
| YTD | +47.7% | +1.6% | +46.1% | +47.7% |
| 1Y | +69.1% | +38.2% | +30.8% | +61.3% |
| 3Y | +113.5% | -5.4% | +118.9% | +112.7% |
| All | +113.5% | -4.3% | +117.8% | +112.7% |
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