+50.9%
CSX vs REGN
+41.3%
+9.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -0.9% | -5.6% | +4.7% | -0.6% |
| 30D | -2.0% | -2.0% | 0.0% | -1.9% |
| 3M | +3.6% | +28.0% | -24.3% | +1.5% |
| 6M | +22.0% | +1.2% | +20.9% | +21.7% |
| YTD | +36.3% | +1.6% | +34.6% | +35.8% |
| 1Y | +50.9% | +38.2% | +12.7% | +54.1% |
| All | +50.9% | +41.3% | +9.6% | +54.1% |
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