+47.0%
CVX vs REGN
+45.3%
+1.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -4.0% |
| 7D | -5.3% | +14.4% | -19.8% | -4.2% |
| 30D | +5.1% | +28.1% | -23.0% | +7.6% |
| 3M | +14.9% | +22.5% | -7.5% | +17.4% |
| 6M | +14.9% | +31.6% | -16.7% | +18.7% |
| YTD | +46.3% | +21.0% | +25.3% | +49.8% |
| 1Y | +47.0% | +49.0% | -1.9% | +51.5% |
| All | +47.0% | +45.3% | +1.7% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling