+683.1%
CTAS vs REGN
+105.3%
+577.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +0.5% | -5.6% | +6.1% | +1.5% |
| 30D | -0.7% | -2.0% | +1.2% | -0.5% |
| 3M | +11.1% | +28.0% | -16.9% | +6.2% |
| 6M | +2.1% | +1.2% | +1.0% | +1.4% |
| YTD | +8.0% | +1.6% | +6.3% | +6.9% |
| 1Y | -0.5% | +38.2% | -38.7% | -7.2% |
| 3Y | +66.2% | -5.4% | +71.6% | +64.1% |
| 5Y | +109.2% | +21.3% | +87.9% | +94.2% |
| All | +683.1% | +105.3% | +577.9% | +543.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling