+38.2%
REGN vs CSGP
-54.8%
+93.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | +0.2% |
| 7D | +5.7% | +1.3% | +4.3% | +5.5% |
| 30D | +22.8% | +2.8% | +19.9% | +22.0% |
| 3M | +18.7% | -6.3% | +25.0% | +18.4% |
| 6M | +33.1% | -3.2% | +36.2% | +31.3% |
| YTD | +24.3% | -54.0% | +78.2% | +16.5% |
| 1Y | +38.2% | -54.8% | +93.0% | +29.7% |
| All | +38.2% | -54.8% | +93.0% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling