+9,756.4%
CSX vs REGN
+4,302.1%
+5,454.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.2% |
| 7D | -0.3% | +3.1% | -3.4% | -0.6% |
| 30D | +8.7% | +25.8% | -17.1% | +6.4% |
| 3M | +4.2% | +20.5% | -16.3% | +2.3% |
| 6M | +16.7% | +35.0% | -18.3% | +13.3% |
| YTD | +44.5% | +24.8% | +19.7% | +41.1% |
| 1Y | +50.3% | +43.0% | +7.3% | +45.0% |
| 3Y | +76.3% | +21.2% | +55.1% | +71.3% |
| 5Y | +58.1% | +54.5% | +3.6% | +49.7% |
| 10Y | +416.4% | +130.7% | +285.7% | +365.2% |
| All | +9,756.4% | +4,302.1% | +5,454.3% | +5,991.6% |
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