+40.9%
REGN vs COPX
+22.8%
+18.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.8% | +2.8% | -2.7% |
| 7D | +10.3% | -7.5% | +17.7% | +10.7% |
| 30D | +22.2% | -18.6% | +40.8% | +23.9% |
| 3M | +17.6% | -19.0% | +36.6% | +19.2% |
| 6M | +28.9% | -9.9% | +38.8% | +28.4% |
| YTD | +17.4% | -1.8% | +19.3% | +24.5% |
| 1Y | +40.9% | +21.6% | +19.3% | +66.0% |
| All | +40.9% | +22.8% | +18.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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