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  • REGN vs CRS✓SelectedUSD · CRSREGN vs CRS performance historyLatest closeAs of-1.48%09/11
Stock and ETF performance explorer

REGN vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,634.3%
CRS return
+7,797.2%
Excess return
-4,163.0%
Maximum drawdown
-91.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-1.5%-1.1%-0.4%-1.2%
7D-5.6%-6.8%+1.2%-3.9%
30D-2.0%-16.1%+14.2%+2.3%
3M+28.0%-21.2%+49.1%+34.7%
6M+1.2%+8.7%-7.5%-2.6%
YTD+1.6%+41.0%-39.3%-8.9%
1Y+38.2%+82.7%-44.4%+14.3%
3Y-5.4%+604.8%-610.1%-48.2%
5Y+21.3%+1,384.7%-1,363.4%-49.1%
10Y+105.2%+1,362.3%-1,257.1%-29.3%
All+3,634.3%+7,797.2%-4,163.0%+558.0%

Cumulative growth

Daily Returns

Daily percentage return beside CRS.

Daily Out/Under-Performance

Portfolio return minus CRS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRS 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 CRS 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