+23.4%
REGN vs CDW
-17.6%
+40.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.8% | -9.3% | -2.6% |
| 7D | -5.6% | +0.9% | -6.5% | -5.8% |
| 30D | -2.0% | +13.1% | -15.0% | -3.9% |
| 3M | +28.0% | +19.7% | +8.3% | +23.8% |
| 6M | +1.2% | +30.7% | -29.6% | -5.2% |
| YTD | +1.6% | +14.7% | -13.1% | -2.3% |
| 1Y | +38.2% | -5.3% | +43.6% | +39.0% |
| 3Y | -5.4% | -23.8% | +18.5% | -2.0% |
| All | +23.4% | -17.6% | +40.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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