+46.7%
REGN vs CCJ
+31.2%
+15.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +4.2% | +0.7% | +3.5% | +4.1% |
| 30D | +7.8% | +6.9% | +1.0% | +6.8% |
| 3M | +31.8% | -11.6% | +43.5% | +33.7% |
| 6M | +5.4% | -16.2% | +21.6% | +7.1% |
| YTD | +7.7% | +10.1% | -2.5% | +3.7% |
| 1Y | +46.7% | +32.3% | +14.4% | +39.4% |
| All | +46.7% | +31.2% | +15.5% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling