+40.2%
REGN vs CSGP
-55.9%
+96.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +5.3% | -6.1% | +11.4% | +6.0% |
| 30D | +26.3% | +0.3% | +26.0% | +25.9% |
| 3M | +19.3% | -1.3% | +20.6% | +19.1% |
| 6M | +31.8% | -8.9% | +40.8% | +30.3% |
| YTD | +23.7% | -55.2% | +78.9% | +16.3% |
| 1Y | +40.2% | -56.4% | +96.6% | +32.3% |
| All | +40.2% | -55.9% | +96.2% | +32.3% |
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