+117.0%
REGN vs CSGP
+65.8%
+51.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.2% |
| 7D | +5.7% | +1.3% | +4.3% | +5.3% |
| 30D | +22.8% | +2.8% | +19.9% | +21.5% |
| 3M | +18.7% | -6.3% | +25.0% | +19.5% |
| 6M | +33.1% | -3.2% | +36.2% | +32.3% |
| YTD | +24.3% | -54.0% | +78.2% | +44.2% |
| 1Y | +38.2% | -54.8% | +93.0% | +60.9% |
| 3Y | +21.1% | -60.6% | +81.6% | +43.0% |
| 5Y | +52.8% | -62.6% | +115.4% | +78.8% |
| All | +117.0% | +65.8% | +51.2% | +47.1% |
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