+23.4%
REGN vs CASY
+229.6%
-206.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -1.2% |
| 7D | -5.6% | -18.6% | +13.0% | -3.2% |
| 30D | -2.0% | -26.6% | +24.7% | +1.8% |
| 3M | +28.0% | -32.8% | +60.7% | +34.2% |
| 6M | +1.2% | -10.0% | +11.2% | +1.3% |
| YTD | +1.6% | +11.6% | -10.0% | -1.6% |
| 1Y | +38.2% | +11.5% | +26.8% | +33.6% |
| 3Y | -5.4% | +160.7% | -166.0% | -21.9% |
| All | +23.4% | +229.6% | -206.2% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling