+117.9%
REGN vs CSGP
+62.1%
+55.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +3.1% | -7.1% | +10.2% | +4.7% |
| 30D | +25.8% | +3.6% | +22.1% | +24.2% |
| 3M | +20.5% | -2.7% | +23.2% | +20.3% |
| 6M | +35.0% | -8.0% | +43.0% | +35.7% |
| YTD | +24.8% | -55.0% | +79.8% | +45.5% |
| 1Y | +43.0% | -55.8% | +98.7% | +67.2% |
| 3Y | +21.2% | -62.0% | +83.2% | +44.4% |
| 5Y | +54.5% | -62.9% | +117.5% | +80.9% |
| All | +117.9% | +62.1% | +55.8% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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