+39.3%
REGN vs COPX
+64.1%
-24.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.8% |
| 7D | -4.1% | -5.6% | +1.5% | -3.7% |
| 30D | -1.1% | -0.1% | -1.0% | -1.2% |
| 3M | +29.8% | -0.1% | +29.9% | +29.8% |
| 6M | +6.7% | +12.5% | -5.7% | +4.7% |
| YTD | +3.2% | +19.7% | -16.4% | +4.4% |
| All | +39.3% | +64.1% | -24.7% | +44.2% |
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