+3,036.6%
REGN vs COPX
+179.5%
+2,857.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -2.3% | -3.2% | -5.1% |
| 30D | -2.0% | +0.3% | -2.2% | -2.2% |
| 3M | +28.0% | +6.8% | +21.1% | +25.0% |
| 6M | +1.2% | +7.9% | -6.8% | -2.4% |
| YTD | +1.6% | +23.7% | -22.1% | -5.9% |
| 1Y | +38.2% | +71.5% | -33.3% | +17.1% |
| 3Y | -5.4% | +149.1% | -154.5% | -29.2% |
| 5Y | +21.3% | +167.3% | -146.1% | -13.9% |
| 10Y | +105.2% | +568.5% | -463.3% | +0.9% |
| All | +3,036.6% | +179.5% | +2,857.1% | +1,809.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling