+3,690.5%
REGN vs CLX
+2,364.3%
+1,326.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | -6.0% | -5.9% | -0.1% | -4.5% |
| 30D | -0.4% | -17.0% | +16.7% | +4.5% |
| 3M | +32.0% | -9.6% | +41.6% | +35.0% |
| 6M | +3.0% | -21.5% | +24.5% | +8.8% |
| YTD | +3.2% | -8.8% | +12.0% | +4.7% |
| 1Y | +43.4% | -24.7% | +68.1% | +52.8% |
| 3Y | -3.6% | -35.6% | +32.0% | +5.7% |
| 5Y | +23.1% | -37.6% | +60.7% | +33.8% |
| 10Y | +108.3% | -2.4% | +110.7% | +98.7% |
| All | +3,690.5% | +2,364.3% | +1,326.2% | +1,265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling