+40.9%
REGN vs CAG
-4.0%
+44.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.2% |
| 7D | +10.3% | +10.1% | +0.2% | +8.7% |
| 30D | +22.2% | +15.3% | +6.9% | +19.8% |
| 3M | +17.6% | +3.3% | +14.3% | +16.6% |
| 6M | +28.9% | +12.1% | +16.9% | +27.0% |
| YTD | +17.4% | -5.3% | +22.7% | +21.3% |
| 1Y | +40.9% | -4.0% | +44.9% | +43.3% |
| All | +40.9% | -4.0% | +44.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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