+32,929.6%
CTSH vs REGN
+8,988.4%
+23,941.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.5% |
| 7D | -5.5% | -1.6% | -3.8% | -5.2% |
| 30D | +4.5% | +3.4% | +1.1% | +3.9% |
| 3M | +13.7% | +32.7% | -19.0% | +8.3% |
| 6M | -8.4% | +6.9% | -15.3% | -9.9% |
| YTD | -26.5% | +5.4% | -31.9% | -27.7% |
| 1Y | -13.9% | +45.8% | -59.8% | -20.2% |
| 3Y | -11.3% | -1.5% | -9.8% | -13.1% |
| 5Y | -14.8% | +22.2% | -37.1% | -20.5% |
| 10Y | +22.5% | +103.6% | -81.0% | +1.1% |
| All | +32,929.6% | +8,988.4% | +23,941.1% | +12,198.7% |
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