+94,426.6%
CSCO vs REGN
+3,605.8%
+90,820.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | 0.0% | -5.2% | +5.2% | +0.7% |
| 30D | -10.7% | +0.1% | -10.8% | -10.8% |
| 3M | -8.7% | +31.2% | -40.0% | -12.5% |
| 6M | +44.9% | +3.6% | +41.3% | +43.4% |
| YTD | +44.1% | +5.0% | +39.1% | +42.2% |
| 1Y | +65.9% | +45.9% | +20.0% | +55.4% |
| 3Y | +109.0% | -1.9% | +110.9% | +105.1% |
| 5Y | +114.8% | +26.2% | +88.6% | +101.2% |
| 10Y | +377.3% | +112.1% | +265.3% | +305.6% |
| All | +94,426.6% | +3,605.8% | +90,820.8% | +33,560.4% |
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