+23.4%
REGN vs CFG
+99.1%
-75.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | -2.0% | -4.6% | +2.7% | -1.1% |
| 3M | +28.0% | +6.7% | +21.3% | +26.1% |
| 6M | +1.2% | +22.1% | -21.0% | -3.0% |
| YTD | +1.6% | +23.2% | -21.5% | -2.9% |
| 1Y | +38.2% | +40.3% | -2.0% | +28.6% |
| 3Y | -5.4% | +187.9% | -193.2% | -24.1% |
| All | +23.4% | +99.1% | -75.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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