+38.2%
REGN vs COO
-20.3%
+58.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.6% | -22.5% | +16.9% | +0.7% |
| 30D | -2.0% | -29.7% | +27.8% | +7.5% |
| 3M | +28.0% | -20.1% | +48.1% | +35.2% |
| 6M | +1.2% | -26.9% | +28.1% | +9.5% |
| YTD | +1.6% | -34.2% | +35.9% | +12.2% |
| 1Y | +38.2% | -21.3% | +59.5% | +49.6% |
| All | +38.2% | -20.3% | +58.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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