+9,283.5%
CSX vs REGN
+3,697.9%
+5,585.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.0% |
| 7D | -3.4% | +4.2% | -7.6% | -3.8% |
| 30D | -3.1% | +7.8% | -10.9% | -3.8% |
| 3M | +7.2% | +31.8% | -24.6% | +4.5% |
| 6M | +16.2% | +5.4% | +10.8% | +15.4% |
| YTD | +37.5% | +7.7% | +29.9% | +36.3% |
| 1Y | +53.2% | +46.7% | +6.6% | +47.5% |
| 3Y | +68.2% | +0.5% | +67.8% | +66.3% |
| 5Y | +65.2% | +22.9% | +42.3% | +59.6% |
| 10Y | +504.1% | +115.0% | +389.1% | +448.4% |
| All | +9,283.5% | +3,697.9% | +5,585.7% | +5,783.5% |
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