+489.1%
REGN vs CG
+306.7%
+182.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -5.6% | -9.9% | +4.3% | -3.6% |
| 30D | -2.0% | -11.7% | +9.7% | +0.4% |
| 3M | +28.0% | -4.3% | +32.2% | +28.6% |
| 6M | +1.2% | -8.8% | +9.9% | +2.5% |
| YTD | +1.6% | -26.9% | +28.5% | +7.1% |
| 1Y | +38.2% | -35.4% | +73.7% | +49.0% |
| 3Y | -5.4% | +43.0% | -48.4% | -16.2% |
| 5Y | +21.3% | +1.9% | +19.4% | +11.9% |
| 10Y | +105.2% | +313.9% | -208.7% | +23.5% |
| All | +489.1% | +306.7% | +182.4% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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