+3.0%
REGN vs CCJ
-16.4%
+19.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.5% |
| 7D | -6.0% | -3.2% | -2.8% | -5.6% |
| 30D | -0.4% | -1.3% | +1.0% | -0.3% |
| 3M | +32.0% | +2.5% | +29.5% | +31.2% |
| 6M | +3.0% | -18.9% | +21.9% | +4.7% |
| All | +3.0% | -16.4% | +19.4% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling