+49.0%
REGN vs CAH
+38.5%
+10.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -7.9% | -4.9% |
| 7D | +14.4% | +7.0% | +7.4% | +13.1% |
| 30D | +28.1% | +12.4% | +15.8% | +25.7% |
| 3M | +22.5% | +12.2% | +10.3% | +20.4% |
| 6M | +31.6% | +33.2% | -1.6% | +26.8% |
| YTD | +21.0% | +28.4% | -7.3% | +16.1% |
| 1Y | +49.0% | +35.0% | +13.9% | +34.9% |
| All | +49.0% | +38.5% | +10.4% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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