-7.6%
CTSH vs REGN
+45.3%
-52.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.4% | +3.4% |
| 7D | -0.9% | +14.4% | -15.3% | -2.2% |
| 30D | +13.1% | +28.1% | -15.0% | +11.2% |
| 3M | +17.9% | +22.5% | -4.6% | +16.5% |
| 6M | +28.5% | +31.6% | -3.1% | +26.5% |
| YTD | -19.3% | +21.0% | -40.4% | -20.3% |
| 1Y | -7.6% | +49.0% | -56.6% | -11.9% |
| All | -7.6% | +45.3% | -52.9% | -11.9% |
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