+48.2%
CVX vs REGN
-4.3%
+52.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +2.6% | -5.6% | +8.2% | +3.0% |
| 30D | +9.8% | -2.0% | +11.8% | +10.0% |
| 3M | +16.2% | +28.0% | -11.7% | +14.3% |
| 6M | +13.6% | +1.2% | +12.5% | +13.7% |
| YTD | +44.4% | +1.6% | +42.7% | +44.2% |
| 1Y | +40.6% | +38.2% | +2.4% | +34.1% |
| 3Y | +48.2% | -5.4% | +53.5% | +36.5% |
| All | +48.2% | -4.3% | +52.5% | +36.5% |
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 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