+101.5%
REGN vs COPX
+559.6%
-458.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.2% |
| 7D | -4.1% | -5.6% | +1.5% | -3.2% |
| 30D | -1.1% | -0.1% | -1.0% | -1.2% |
| 3M | +29.8% | -0.1% | +29.9% | +29.2% |
| 6M | +6.7% | +12.5% | -5.7% | +3.1% |
| YTD | +3.2% | +19.7% | -16.4% | -2.0% |
| 1Y | +42.5% | +64.7% | -22.2% | +26.4% |
| 3Y | -3.7% | +138.2% | -141.9% | -22.3% |
| 5Y | +24.2% | +159.4% | -135.2% | -3.9% |
| 10Y | +101.5% | +555.5% | -454.0% | +9.5% |
| All | +101.5% | +559.6% | -458.1% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling