+46.7%
REGN vs CP
+19.9%
+26.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +4.2% | -2.7% | +6.9% | +4.7% |
| 30D | +7.8% | +0.2% | +7.7% | +7.7% |
| 3M | +31.8% | +2.6% | +29.2% | +30.6% |
| 6M | +5.4% | +6.0% | -0.6% | +2.9% |
| YTD | +7.7% | +24.9% | -17.3% | +2.7% |
| 1Y | +46.7% | +20.1% | +26.6% | +42.0% |
| All | +46.7% | +19.9% | +26.8% | +42.0% |
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