+15.7%
REGN vs CSGP
-61.1%
+76.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | -5.9% | -3.2% | -2.7% | -5.5% |
| 30D | +22.7% | +2.2% | +20.5% | +21.8% |
| 3M | +13.5% | -3.7% | +17.2% | +13.4% |
| 6M | +28.5% | -7.4% | +35.9% | +28.5% |
| YTD | +19.1% | -54.9% | +74.0% | +31.4% |
| 1Y | +40.6% | -54.9% | +95.5% | +54.9% |
| 3Y | +15.7% | -61.9% | +77.7% | +32.3% |
| All | +15.7% | -61.1% | +76.9% | +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 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