+26.2%
REGN vs CF
+247.6%
-221.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.5% |
| 7D | -5.2% | -0.8% | -4.4% | -5.2% |
| 30D | +0.1% | +14.3% | -14.2% | -0.6% |
| 3M | +31.2% | +27.9% | +3.4% | +29.6% |
| 6M | +3.6% | +25.5% | -21.9% | +1.7% |
| YTD | +5.0% | +81.2% | -76.1% | -0.2% |
| 1Y | +45.9% | +66.5% | -20.6% | +39.4% |
| 3Y | -1.9% | +76.7% | -78.5% | -7.5% |
| 5Y | +26.2% | +237.8% | -211.6% | +25.7% |
| All | +26.2% | +247.6% | -221.5% | +25.7% |
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