+11,586.9%
REGN vs COR
+17,045.1%
-5,458.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -2.8% | -2.8% | -4.7% |
| 30D | -2.0% | +2.6% | -4.5% | -2.7% |
| 3M | +28.0% | +14.5% | +13.5% | +22.2% |
| 6M | +1.2% | -7.8% | +9.0% | +2.5% |
| YTD | +1.6% | -4.2% | +5.9% | +1.3% |
| 1Y | +38.2% | +7.0% | +31.2% | +32.4% |
| 3Y | -5.4% | +85.5% | -90.9% | -25.5% |
| 5Y | +21.3% | +181.2% | -159.9% | -17.9% |
| 10Y | +105.2% | +404.7% | -299.5% | +8.1% |
| All | +11,586.9% | +17,045.1% | -5,458.2% | +3,248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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