+3,772.0%
REGN vs CP
+8,931.2%
-5,159.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.6% | +2.4% | -4.1% | -2.5% |
| 30D | +3.4% | -0.5% | +4.0% | +3.5% |
| 3M | +32.7% | +1.4% | +31.3% | +31.6% |
| 6M | +6.9% | +10.3% | -3.4% | +2.5% |
| YTD | +5.4% | +24.3% | -18.9% | -3.7% |
| 1Y | +45.8% | +20.4% | +25.4% | +34.6% |
| 3Y | -1.5% | +21.8% | -23.3% | -10.8% |
| 5Y | +22.2% | +31.5% | -9.3% | +5.2% |
| 10Y | +103.6% | +223.2% | -119.7% | +15.4% |
| All | +3,772.0% | +8,931.2% | -5,159.2% | +568.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling