-10.8%
CTSH vs REGN
+46.5%
-57.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.5% |
| 7D | -2.7% | +4.2% | -6.9% | -2.9% |
| 30D | +12.4% | +7.8% | +4.5% | +12.2% |
| 3M | +17.4% | +31.8% | -14.4% | +17.2% |
| 6M | -3.1% | +5.4% | -8.5% | -2.7% |
| YTD | -23.6% | +7.7% | -31.2% | -23.6% |
| 1Y | -10.8% | +46.7% | -57.5% | -15.2% |
| All | -10.8% | +46.5% | -57.3% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling