+3,634.3%
REGN vs CAH
+7,821.5%
-4,187.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -5.6% | -5.1% | -0.5% | -3.8% |
| 30D | -2.0% | +0.2% | -2.1% | -2.0% |
| 3M | +28.0% | +6.3% | +21.7% | +25.0% |
| 6M | +1.2% | +9.4% | -8.2% | -2.6% |
| YTD | +1.6% | +15.0% | -13.3% | -4.4% |
| 1Y | +38.2% | +55.4% | -17.2% | +15.4% |
| 3Y | -5.4% | +173.8% | -179.2% | -37.3% |
| 5Y | +21.3% | +395.2% | -373.9% | -37.0% |
| 10Y | +105.2% | +293.2% | -188.0% | +6.9% |
| All | +3,634.3% | +7,821.5% | -4,187.2% | +537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling