+3,073.8%
REGN vs CRL
+1,327.4%
+1,746.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | -5.2% | -4.6% | -0.6% | -3.5% |
| 30D | +0.1% | +0.5% | -0.4% | -0.2% |
| 3M | +31.2% | +46.6% | -15.4% | +12.6% |
| 6M | +3.6% | +57.3% | -53.7% | -14.8% |
| YTD | +5.0% | +39.5% | -34.5% | -10.4% |
| 1Y | +45.9% | +76.9% | -31.0% | +12.3% |
| 3Y | -1.9% | +39.4% | -41.2% | -23.3% |
| 5Y | +26.2% | -37.2% | +63.3% | +29.5% |
| 10Y | +112.1% | +253.4% | -141.3% | -8.9% |
| All | +3,073.8% | +1,327.4% | +1,746.4% | +695.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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