+3,759.3%
REGN vs CASY
+35,441.3%
-31,682.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.2% | +13.9% | +4.1% |
| 7D | -5.2% | -16.5% | +11.3% | -0.1% |
| 30D | +0.1% | -26.4% | +26.4% | +9.5% |
| 3M | +31.2% | -17.3% | +48.5% | +36.6% |
| 6M | +3.6% | -5.2% | +8.8% | +3.0% |
| YTD | +5.0% | +14.1% | -9.0% | -1.8% |
| 1Y | +45.9% | +16.6% | +29.3% | +35.0% |
| 3Y | -1.9% | +163.7% | -165.6% | -32.4% |
| 5Y | +26.2% | +231.3% | -205.1% | -21.0% |
| 10Y | +112.1% | +462.9% | -350.8% | +4.4% |
| All | +3,759.3% | +35,441.3% | -31,682.1% | +475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling