+97.5%
REGN vs CASY
+453.5%
-356.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -1.1% |
| 7D | -5.6% | -18.6% | +13.0% | -2.3% |
| 30D | -2.0% | -26.6% | +24.7% | +3.3% |
| 3M | +28.0% | -32.8% | +60.7% | +36.8% |
| 6M | +1.2% | -10.0% | +11.2% | +1.7% |
| YTD | +1.6% | +11.6% | -10.0% | -2.2% |
| 1Y | +38.2% | +11.5% | +26.8% | +32.8% |
| 3Y | -5.4% | +160.7% | -166.0% | -25.3% |
| 5Y | +21.3% | +232.4% | -211.1% | -10.4% |
| All | +97.5% | +453.5% | -356.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling