+5.4%
REGN vs CSGP
-34.0%
+39.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.4% |
| 7D | +4.2% | -4.1% | +8.3% | +5.0% |
| 30D | +7.8% | +2.3% | +5.5% | +7.3% |
| 3M | +31.8% | -8.2% | +40.0% | +30.4% |
| 6M | +5.4% | -35.1% | +40.5% | +13.0% |
| All | +5.4% | -34.0% | +39.4% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling