+3,759.3%
REGN vs COO
+3,206.0%
+553.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +0.5% |
| 7D | -5.2% | -9.0% | +3.8% | -4.0% |
| 30D | +0.1% | -16.8% | +16.9% | +2.6% |
| 3M | +31.2% | -7.5% | +38.7% | +32.5% |
| 6M | +3.6% | -16.3% | +19.9% | +6.0% |
| YTD | +5.0% | -22.5% | +27.6% | +8.6% |
| 1Y | +45.9% | -7.0% | +52.9% | +46.9% |
| 3Y | -1.9% | -27.5% | +25.6% | +1.7% |
| 5Y | +26.2% | -43.3% | +69.5% | +34.2% |
| 10Y | +112.1% | +37.6% | +74.5% | +100.8% |
| All | +3,759.3% | +3,206.0% | +553.3% | +2,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling