+3,690.5%
REGN vs CAG
+319.7%
+3,370.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.1% |
| 7D | -6.0% | -5.9% | -0.1% | -4.5% |
| 30D | -0.4% | -1.5% | +1.2% | 0.0% |
| 3M | +32.0% | +11.5% | +20.5% | +28.0% |
| 6M | +3.0% | -15.7% | +18.7% | +6.8% |
| YTD | +3.2% | -10.2% | +13.4% | +5.0% |
| 1Y | +43.4% | -18.1% | +61.5% | +49.3% |
| 3Y | -3.6% | -39.4% | +35.8% | +7.3% |
| 5Y | +23.1% | -42.6% | +65.7% | +37.7% |
| 10Y | +108.3% | -35.6% | +143.9% | +115.0% |
| All | +3,690.5% | +319.7% | +3,370.8% | +2,003.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling