+49.0%
REGN vs CP
+35.2%
+13.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -5.1% |
| 7D | +14.4% | +5.6% | +8.9% | +13.0% |
| 30D | +28.1% | +10.0% | +18.1% | +25.4% |
| 3M | +22.5% | +4.4% | +18.1% | +20.9% |
| 6M | +31.6% | +14.1% | +17.5% | +26.4% |
| YTD | +21.0% | +29.1% | -8.0% | +15.6% |
| 1Y | +49.0% | +34.6% | +14.4% | +42.5% |
| All | +49.0% | +35.2% | +13.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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