+49.0%
REGN vs CHD
+30.9%
+18.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -5.0% |
| 7D | +14.4% | +6.9% | +7.5% | +12.6% |
| 30D | +28.1% | +17.1% | +11.0% | +24.1% |
| 3M | +22.5% | +9.1% | +13.4% | +19.9% |
| 6M | +31.6% | +21.4% | +10.2% | +26.5% |
| YTD | +21.0% | +34.9% | -13.8% | +16.3% |
| 1Y | +49.0% | +31.0% | +17.9% | +47.1% |
| All | +49.0% | +30.9% | +18.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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