+247.6%
REGN vs CDW
+837.2%
-589.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | -5.2% | -4.2% | -1.0% | -4.1% |
| 30D | +0.1% | +4.9% | -4.8% | -1.5% |
| 3M | +31.2% | +7.3% | +23.9% | +27.6% |
| 6M | +3.6% | +19.2% | -15.6% | -4.5% |
| YTD | +5.0% | +6.2% | -1.1% | -0.2% |
| 1Y | +45.9% | -14.0% | +59.9% | +47.7% |
| 3Y | -1.9% | -30.0% | +28.1% | +4.0% |
| 5Y | +26.2% | -23.6% | +49.8% | +26.5% |
| 10Y | +112.1% | +269.4% | -157.3% | +5.4% |
| All | +247.6% | +837.2% | -589.6% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling