+40.0%
CVS vs REGN
+105.3%
-65.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -2.2% | -5.6% | +3.4% | -1.1% |
| 30D | -0.1% | -2.0% | +1.9% | +0.2% |
| 3M | -5.2% | +28.0% | -33.2% | -9.9% |
| 6M | +26.9% | +1.2% | +25.7% | +26.0% |
| YTD | +22.1% | +1.6% | +20.4% | +20.9% |
| 1Y | +30.8% | +38.2% | -7.4% | +21.4% |
| 3Y | +54.4% | -5.4% | +59.7% | +52.7% |
| 5Y | +33.4% | +21.3% | +12.1% | +22.5% |
| All | +40.0% | +105.3% | -65.2% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling