+3.6%
REGN vs COO
-15.7%
+19.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +1.9% |
| 7D | -5.2% | -9.0% | +3.8% | -2.0% |
| 30D | +0.1% | -16.8% | +16.9% | +6.9% |
| 3M | +31.2% | -7.5% | +38.7% | +34.6% |
| 6M | +3.6% | -16.3% | +19.9% | +19.6% |
| All | +3.6% | -15.7% | +19.3% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling