+4,046.1%
CVX vs REGN
+3,539.8%
+506.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +0.7% | -6.0% | +6.6% | +1.0% |
| 30D | +9.1% | -0.4% | +9.5% | +9.1% |
| 3M | +13.1% | +32.0% | -18.9% | +11.3% |
| 6M | +16.3% | +3.0% | +13.2% | +15.9% |
| YTD | +43.5% | +3.2% | +40.3% | +42.9% |
| 1Y | +40.2% | +43.4% | -3.3% | +36.8% |
| 3Y | +44.2% | -3.6% | +47.9% | +43.4% |
| 5Y | +170.6% | +23.1% | +147.5% | +164.3% |
| 10Y | +220.3% | +108.3% | +112.0% | +200.8% |
| All | +4,046.1% | +3,539.8% | +506.3% | +3,075.0% |
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