+23.4%
REGN vs CAG
-43.1%
+66.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -5.6% | -5.7% | +0.1% | -4.4% |
| 30D | -2.0% | -2.4% | +0.5% | -1.4% |
| 3M | +28.0% | +9.8% | +18.2% | +25.2% |
| 6M | +1.2% | -10.8% | +12.0% | +3.5% |
| YTD | +1.6% | -10.8% | +12.5% | +3.7% |
| 1Y | +38.2% | -19.0% | +57.2% | +44.2% |
| 3Y | -5.4% | -39.7% | +34.3% | +5.0% |
| All | +23.4% | -43.1% | +66.5% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling