+3,772.0%
REGN vs CMS
+589.6%
+3,182.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -1.6% | +1.2% | -2.9% | -2.0% |
| 30D | +3.4% | -3.2% | +6.6% | +4.3% |
| 3M | +32.7% | -2.2% | +34.9% | +33.3% |
| 6M | +6.9% | -9.4% | +16.4% | +9.7% |
| YTD | +5.4% | +0.7% | +4.7% | +4.9% |
| 1Y | +45.8% | +0.4% | +45.5% | +45.1% |
| 3Y | -1.5% | +35.2% | -36.7% | -10.8% |
| 5Y | +22.2% | +24.1% | -1.9% | +12.3% |
| 10Y | +103.6% | +115.8% | -12.2% | +56.4% |
| All | +3,772.0% | +589.6% | +3,182.3% | +1,439.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling