+97.5%
REGN vs CCJ
+1,065.5%
-968.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -5.6% | -4.0% | -1.6% | -5.1% |
| 30D | -2.0% | -2.4% | +0.4% | -1.8% |
| 3M | +28.0% | -2.3% | +30.3% | +28.0% |
| 6M | +1.2% | -16.2% | +17.4% | +2.6% |
| YTD | +1.6% | +5.7% | -4.0% | -0.1% |
| 1Y | +38.2% | +21.3% | +17.0% | +33.1% |
| 3Y | -5.4% | +159.4% | -164.8% | -18.7% |
| 5Y | +21.3% | +300.7% | -279.4% | -3.4% |
| All | +97.5% | +1,065.5% | -968.0% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling