+160.6%
REGN vs CNH
+59.0%
+101.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -5.2% | +1.8% | -7.0% | -5.5% |
| 30D | +0.1% | +32.6% | -32.6% | -4.7% |
| 3M | +31.2% | +29.4% | +1.8% | +25.0% |
| 6M | +3.6% | +26.0% | -22.4% | -1.2% |
| YTD | +5.0% | +52.2% | -47.2% | -3.1% |
| 1Y | +45.9% | +23.9% | +22.0% | +39.0% |
| 3Y | -1.9% | +10.1% | -12.0% | -6.0% |
| 5Y | +26.2% | +13.2% | +13.0% | +18.0% |
| 10Y | +112.1% | +160.7% | -48.6% | +62.5% |
| All | +160.6% | +59.0% | +101.6% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling