+23.4%
REGN vs CHRW
+90.8%
-67.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | +3.5% | -9.1% | -5.9% |
| 30D | -2.0% | +4.6% | -6.5% | -2.4% |
| 3M | +28.0% | -19.7% | +47.7% | +30.5% |
| 6M | +1.2% | -12.4% | +13.6% | +1.7% |
| YTD | +1.6% | -3.9% | +5.5% | +0.2% |
| 1Y | +38.2% | +18.4% | +19.9% | +31.4% |
| 3Y | -5.4% | +88.8% | -94.2% | -17.4% |
| All | +23.4% | +90.8% | -67.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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