-3.9%
REGN vs CASY
+163.1%
-167.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -6.0% | -17.2% | +11.3% | -4.4% |
| 30D | -0.4% | -24.4% | +24.0% | +2.1% |
| 3M | +32.0% | -31.4% | +63.4% | +36.6% |
| 6M | +3.0% | -8.9% | +11.9% | +2.9% |
| YTD | +3.2% | +13.8% | -10.7% | +0.3% |
| 1Y | +43.4% | +17.0% | +26.5% | +38.7% |
| All | -3.9% | +163.1% | -167.1% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling