+8,695.1%
REGN vs CSGP
+3,334.4%
+5,360.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.2% |
| 7D | +4.2% | -4.1% | +8.3% | +5.5% |
| 30D | +7.8% | +2.3% | +5.5% | +6.8% |
| 3M | +31.8% | -8.2% | +40.0% | +34.2% |
| 6M | +5.4% | -35.1% | +40.5% | +18.1% |
| YTD | +7.7% | -54.0% | +61.7% | +31.5% |
| 1Y | +46.7% | -65.3% | +112.0% | +94.2% |
| 3Y | +0.5% | -62.6% | +63.0% | +27.1% |
| 5Y | +22.9% | -64.8% | +87.8% | +52.2% |
| 10Y | +115.0% | +45.1% | +69.9% | +63.3% |
| All | +8,695.1% | +3,334.4% | +5,360.6% | +2,678.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling