-5.4%
REGN vs CLX
-36.5%
+31.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.3% |
| 7D | -5.6% | -5.7% | +0.1% | -4.5% |
| 30D | -2.0% | -17.0% | +15.1% | +1.6% |
| 3M | +28.0% | -9.7% | +37.6% | +30.2% |
| 6M | +1.2% | -19.8% | +21.0% | +5.4% |
| YTD | +1.6% | -9.8% | +11.5% | +3.5% |
| 1Y | +38.2% | -26.2% | +64.4% | +46.0% |
| 3Y | -5.4% | -36.2% | +30.8% | -7.1% |
| All | -5.4% | -36.5% | +31.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling