+216.7%
CTVA vs REGN
+149.1%
+67.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -4.5% | -5.6% | +1.1% | -3.4% |
| 30D | +11.3% | -2.0% | +13.3% | +11.7% |
| 3M | +12.3% | +28.0% | -15.6% | +6.7% |
| 6M | +7.2% | +1.2% | +6.0% | +6.4% |
| YTD | +26.0% | +1.6% | +24.4% | +24.8% |
| 1Y | +16.0% | +38.2% | -22.2% | +7.1% |
| 3Y | +73.9% | -5.4% | +79.3% | +73.0% |
| 5Y | +103.8% | +21.3% | +82.5% | +87.3% |
| All | +216.7% | +149.1% | +67.6% | +123.3% |
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