+9,784.9%
CSX vs REGN
+4,284.0%
+5,500.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +6.0% | +5.7% | +0.3% | +5.5% |
| 30D | +7.8% | +22.8% | -14.9% | +5.8% |
| 3M | +4.1% | +18.7% | -14.6% | +2.4% |
| 6M | +17.9% | +33.1% | -15.2% | +14.6% |
| YTD | +44.9% | +24.3% | +20.6% | +41.6% |
| 1Y | +51.1% | +38.2% | +13.0% | +46.2% |
| 3Y | +78.3% | +21.1% | +57.2% | +73.2% |
| 5Y | +58.1% | +52.8% | +5.3% | +49.8% |
| 10Y | +417.9% | +129.8% | +288.1% | +366.7% |
| All | +9,784.9% | +4,284.0% | +5,500.9% | +6,011.4% |
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