+48.9%
REGN vs CF
+114.1%
-65.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +5.7% | +4.8% | +0.9% | +5.3% |
| 30D | +22.8% | +4.7% | +18.0% | +22.4% |
| 3M | +18.7% | +7.4% | +11.3% | +18.2% |
| 6M | +33.1% | +0.6% | +32.5% | +32.8% |
| YTD | +24.3% | +64.1% | -39.8% | +17.7% |
| 1Y | +38.2% | +51.4% | -13.2% | +31.9% |
| 3Y | +21.1% | +67.8% | -46.7% | +13.1% |
| All | +48.9% | +114.1% | -65.2% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling