+15,114.3%
CTAS vs REGN
+3,485.7%
+11,628.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +0.5% | -5.6% | +6.1% | +1.0% |
| 30D | -0.7% | -2.0% | +1.2% | -0.6% |
| 3M | +11.1% | +28.0% | -16.9% | +8.7% |
| 6M | +2.1% | +1.2% | +1.0% | +1.8% |
| YTD | +8.0% | +1.6% | +6.3% | +7.5% |
| 1Y | -0.5% | +38.2% | -38.7% | -3.7% |
| 3Y | +66.2% | -5.4% | +71.6% | +65.1% |
| 5Y | +109.2% | +21.3% | +87.9% | +102.4% |
| 10Y | +689.5% | +105.2% | +584.3% | +620.2% |
| All | +15,114.3% | +3,485.7% | +11,628.5% | +8,878.8% |
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