-1.5%
REGN vs CSGP
-63.8%
+62.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.8% |
| 7D | -1.6% | -5.1% | +3.5% | -0.9% |
| 30D | +3.4% | +0.3% | +3.1% | +3.3% |
| 3M | +32.7% | -9.1% | +41.8% | +33.8% |
| 6M | +6.9% | -37.3% | +44.2% | +13.2% |
| YTD | +5.4% | -54.9% | +60.3% | +17.4% |
| 1Y | +45.8% | -65.5% | +111.4% | +72.6% |
| 3Y | -1.5% | -63.3% | +61.7% | +12.8% |
| All | -1.5% | -63.8% | +62.3% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling