+97.5%
REGN vs CPAY
+155.2%
-57.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -2.0% | -3.6% | -5.3% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | +28.0% | +16.4% | +11.6% | +24.5% |
| 6M | +1.2% | +23.5% | -22.4% | -3.0% |
| YTD | +1.6% | +35.7% | -34.0% | -4.7% |
| 1Y | +38.2% | +30.2% | +8.1% | +30.4% |
| 3Y | -5.4% | +49.7% | -55.1% | -13.8% |
| 5Y | +21.3% | +56.6% | -35.3% | +7.9% |
| All | +97.5% | +155.2% | -57.7% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling