+38.2%
REGN vs CNH
+22.0%
+16.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -5.6% | -5.7% | +0.1% | -5.1% |
| 30D | -2.0% | +26.6% | -28.5% | -3.8% |
| 3M | +28.0% | +31.1% | -3.1% | +24.6% |
| 6M | +1.2% | +24.9% | -23.7% | -1.3% |
| YTD | +1.6% | +48.7% | -47.1% | +0.4% |
| 1Y | +38.2% | +22.2% | +16.0% | +31.7% |
| All | +38.2% | +22.0% | +16.3% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling