-3.9%
REGN vs CNH
+6.3%
-10.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.4% |
| 7D | -6.0% | -2.5% | -3.5% | -5.6% |
| 30D | -0.4% | +27.0% | -27.4% | -3.9% |
| 3M | +32.0% | +32.6% | -0.6% | +25.9% |
| 6M | +3.0% | +23.6% | -20.6% | -0.9% |
| YTD | +3.2% | +47.8% | -44.7% | -3.7% |
| 1Y | +43.4% | +21.3% | +22.2% | +38.0% |
| All | -3.9% | +6.3% | -10.2% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling