+66.2%
CTAS vs REGN
-4.3%
+70.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +0.5% | -5.6% | +6.1% | +1.1% |
| 30D | -0.7% | -2.0% | +1.2% | -0.6% |
| 3M | +11.1% | +28.0% | -16.9% | +7.8% |
| 6M | +2.1% | +1.2% | +1.0% | +1.5% |
| YTD | +8.0% | +1.6% | +6.3% | +7.1% |
| 1Y | -0.5% | +38.2% | -38.7% | -5.5% |
| 3Y | +66.2% | -5.4% | +71.6% | +68.4% |
| All | +66.2% | -4.3% | +70.5% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling