+18.4%
CSX vs REGN
+33.1%
-14.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.0% |
| 7D | +3.1% | +5.3% | -2.3% | +3.1% |
| 30D | +9.7% | +26.3% | -16.6% | +10.1% |
| 3M | +4.9% | +19.3% | -14.4% | +5.0% |
| 6M | +18.4% | +31.8% | -13.5% | +18.3% |
| All | +18.4% | +33.1% | -14.8% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling