+23.4%
REGN vs COPX
+163.4%
-140.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -2.3% | -3.2% | -5.3% |
| 30D | -2.0% | +0.3% | -2.2% | -2.1% |
| 3M | +28.0% | +6.8% | +21.1% | +26.3% |
| 6M | +1.2% | +7.9% | -6.8% | -1.0% |
| YTD | +1.6% | +23.7% | -22.1% | -2.9% |
| 1Y | +38.2% | +71.5% | -33.3% | +24.9% |
| 3Y | -5.4% | +149.1% | -154.5% | -20.9% |
| All | +23.4% | +163.4% | -140.0% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling