+3.6%
REGN vs CAPR
-71.9%
+75.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.4% |
| 7D | -5.2% | -12.6% | +7.4% | -5.5% |
| 30D | +0.1% | +124.4% | -124.3% | +2.9% |
| 3M | +31.2% | -66.8% | +98.0% | +34.3% |
| 6M | +3.6% | -71.8% | +75.4% | +7.6% |
| All | +3.6% | -71.9% | +75.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 6mo: compounded portfolio wealth divided by compounded CAPR 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…
6mo analysis · Full analysis span regression · 6 months rolling