+3,634.3%
REGN vs CHD
+7,342.6%
-3,708.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.6% | -4.5% | -1.1% | -4.2% |
| 30D | -2.0% | -6.7% | +4.8% | +0.1% |
| 3M | +28.0% | -2.7% | +30.7% | +28.8% |
| 6M | +1.2% | -4.9% | +6.1% | +2.3% |
| YTD | +1.6% | +13.3% | -11.7% | -2.8% |
| 1Y | +38.2% | +1.0% | +37.2% | +36.6% |
| 3Y | -5.4% | +1.3% | -6.7% | -7.3% |
| 5Y | +21.3% | +20.8% | +0.4% | +11.1% |
| 10Y | +105.2% | +126.1% | -20.9% | +52.3% |
| All | +3,634.3% | +7,342.6% | -3,708.4% | +1,211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling