+2,387.0%
REGN vs CPAY
+1,532.9%
+854.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -2.0% | -3.6% | -5.2% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | +28.0% | +16.4% | +11.6% | +23.4% |
| 6M | +1.2% | +23.5% | -22.4% | -4.4% |
| YTD | +1.6% | +35.7% | -34.0% | -6.7% |
| 1Y | +38.2% | +30.2% | +8.1% | +27.8% |
| 3Y | -5.4% | +49.7% | -55.1% | -16.8% |
| 5Y | +21.3% | +56.6% | -35.3% | +3.2% |
| 10Y | +105.2% | +153.8% | -48.6% | +40.3% |
| All | +2,387.0% | +1,532.9% | +854.1% | +1,032.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling