+10,052.5%
REGN vs CSGP
+3,340.0%
+6,712.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.4% |
| 7D | +5.7% | +1.3% | +4.3% | +5.2% |
| 30D | +22.8% | +2.8% | +19.9% | +21.1% |
| 3M | +18.7% | -6.3% | +25.0% | +19.8% |
| 6M | +33.1% | -3.2% | +36.2% | +32.0% |
| YTD | +24.3% | -54.0% | +78.2% | +50.4% |
| 1Y | +38.2% | -54.8% | +93.0% | +68.0% |
| 3Y | +21.1% | -60.6% | +81.6% | +49.7% |
| 5Y | +52.8% | -62.6% | +115.4% | +84.7% |
| 10Y | +129.8% | +66.3% | +63.4% | +65.9% |
| All | +10,052.5% | +3,340.0% | +6,712.5% | +3,078.4% |
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