+3,759.3%
REGN vs CPB
+215.0%
+3,544.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -5.2% | -8.0% | +2.8% | -3.0% |
| 30D | +0.1% | -2.4% | +2.5% | +0.6% |
| 3M | +31.2% | +0.5% | +30.7% | +30.4% |
| 6M | +3.6% | -10.5% | +14.1% | +6.0% |
| YTD | +5.0% | -17.5% | +22.6% | +9.6% |
| 1Y | +45.9% | -31.0% | +76.9% | +59.9% |
| 3Y | -1.9% | -40.6% | +38.8% | +11.0% |
| 5Y | +26.2% | -37.7% | +63.9% | +38.7% |
| 10Y | +112.1% | -43.4% | +155.5% | +130.6% |
| All | +3,759.3% | +215.0% | +3,544.3% | +1,750.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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