+40.9%
REGN vs CPAY
+71.2%
-30.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.8% | -9.8% | -3.4% |
| 7D | +10.3% | +12.3% | -2.0% | +9.3% |
| 30D | +22.2% | +9.9% | +12.3% | +21.4% |
| 3M | +17.6% | +13.3% | +4.3% | +16.6% |
| 6M | +28.9% | +47.2% | -18.3% | +25.5% |
| YTD | +17.4% | +48.5% | -31.1% | +12.9% |
| 1Y | +40.9% | +70.8% | -29.9% | +35.0% |
| All | +40.9% | +71.2% | -30.3% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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