+23.1%
REGN vs CMS
+22.8%
+0.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -6.0% | -1.3% | -4.6% | -5.7% |
| 30D | -0.4% | -2.8% | +2.4% | +0.2% |
| 3M | +32.0% | -7.1% | +39.1% | +34.0% |
| 6M | +3.0% | -10.0% | +13.1% | +5.3% |
| YTD | +3.2% | -0.9% | +4.1% | +3.2% |
| 1Y | +43.4% | -2.0% | +45.4% | +43.8% |
| 3Y | -3.6% | +33.0% | -36.6% | -10.0% |
| 5Y | +23.1% | +24.3% | -1.2% | +14.2% |
| All | +23.1% | +22.8% | +0.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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