+23.4%
REGN vs CP
+34.9%
-11.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | -2.6% | -3.0% | -4.9% |
| 30D | -2.0% | -3.7% | +1.8% | -1.0% |
| 3M | +28.0% | +0.1% | +27.8% | +27.5% |
| 6M | +1.2% | +7.8% | -6.7% | -1.4% |
| YTD | +1.6% | +21.7% | -20.1% | -4.5% |
| 1Y | +38.2% | +18.6% | +19.6% | +30.8% |
| 3Y | -5.4% | +17.5% | -22.9% | -11.2% |
| All | +23.4% | +34.9% | -11.5% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling