+73.9%
CTVA vs REGN
-4.3%
+78.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -4.5% | -5.6% | +1.1% | -3.9% |
| 30D | +11.3% | -2.0% | +13.3% | +11.6% |
| 3M | +12.3% | +28.0% | -15.6% | +9.0% |
| 6M | +7.2% | +1.2% | +6.0% | +6.8% |
| YTD | +26.0% | +1.6% | +24.4% | +25.3% |
| 1Y | +16.0% | +38.2% | -22.2% | +10.7% |
| 3Y | +73.9% | -5.4% | +79.3% | +70.1% |
| All | +73.9% | -4.3% | +78.2% | +70.1% |
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