+46.7%
REGN vs CF
+62.4%
-15.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -2.2% |
| 7D | +4.2% | +6.0% | -1.8% | +4.9% |
| 30D | +7.8% | +14.8% | -7.0% | +9.6% |
| 3M | +31.8% | +14.1% | +17.7% | +33.9% |
| 6M | +5.4% | +28.5% | -23.1% | +9.5% |
| YTD | +7.7% | +74.9% | -67.3% | +15.6% |
| 1Y | +46.7% | +61.7% | -15.0% | +56.5% |
| All | +46.7% | +62.4% | -15.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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