+23.4%
REGN vs COO
-52.5%
+75.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.6% | -22.5% | +16.9% | +1.9% |
| 30D | -2.0% | -29.7% | +27.8% | +9.1% |
| 3M | +28.0% | -20.1% | +48.1% | +36.5% |
| 6M | +1.2% | -26.9% | +28.1% | +10.8% |
| YTD | +1.6% | -34.2% | +35.9% | +15.0% |
| 1Y | +38.2% | -21.3% | +59.5% | +47.1% |
| 3Y | -5.4% | -38.7% | +33.3% | +7.1% |
| All | +23.4% | -52.5% | +75.8% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling