+6,913.1%
REGN vs CHRW
+4,254.3%
+2,658.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -5.2% | +4.1% | -9.3% | -6.6% |
| 30D | +0.1% | +1.9% | -1.8% | -0.8% |
| 3M | +31.2% | -21.2% | +52.4% | +40.1% |
| 6M | +3.6% | -16.7% | +20.3% | +7.4% |
| YTD | +5.0% | -5.4% | +10.4% | +2.6% |
| 1Y | +45.9% | +21.2% | +24.7% | +28.5% |
| 3Y | -1.9% | +86.5% | -88.3% | -29.2% |
| 5Y | +26.2% | +93.0% | -66.9% | -14.0% |
| 10Y | +112.1% | +174.5% | -62.4% | +17.5% |
| All | +6,913.1% | +4,254.3% | +2,658.8% | +1,439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling