+65.1%
CSX vs REGN
+21.6%
+43.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -0.6% | -5.2% | +4.6% | +0.2% |
| 30D | -3.2% | +0.1% | -3.3% | -3.3% |
| 3M | +2.6% | +31.2% | -28.6% | -2.0% |
| 6M | +19.8% | +3.6% | +16.2% | +18.8% |
| YTD | +34.7% | +5.0% | +29.6% | +33.1% |
| 1Y | +52.1% | +45.9% | +6.3% | +41.9% |
| 3Y | +68.4% | -1.9% | +70.3% | +66.1% |
| 5Y | +65.1% | +26.2% | +38.9% | +48.8% |
| All | +65.1% | +21.6% | +43.5% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling