+1,559.3%
CVS vs REGN
+3,539.8%
-1,980.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -2.0% | -6.0% | +4.0% | -1.5% |
| 30D | +1.9% | -0.4% | +2.3% | +1.9% |
| 3M | -2.2% | +32.0% | -34.2% | -4.2% |
| 6M | +26.7% | +3.0% | +23.7% | +26.3% |
| YTD | +22.9% | +3.2% | +19.7% | +22.3% |
| 1Y | +32.9% | +43.4% | -10.5% | +29.1% |
| 3Y | +62.3% | -3.6% | +65.9% | +61.2% |
| 5Y | +34.2% | +23.1% | +11.1% | +30.6% |
| 10Y | +41.8% | +108.3% | -66.5% | +31.7% |
| All | +1,559.3% | +3,539.8% | -1,980.4% | +936.8% |
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