+9,633.7%
REGN vs CSGP
+3,270.0%
+6,363.7%
-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% | +2.5% | +0.4% |
| 7D | -5.9% | -3.2% | -2.7% | -5.1% |
| 30D | +22.7% | +2.2% | +20.5% | +21.2% |
| 3M | +13.5% | -3.7% | +17.2% | +13.5% |
| 6M | +28.5% | -7.4% | +35.9% | +29.1% |
| YTD | +19.1% | -54.9% | +74.0% | +45.1% |
| 1Y | +40.6% | -54.9% | +95.5% | +71.0% |
| 3Y | +15.7% | -61.9% | +77.7% | +44.7% |
| 5Y | +48.6% | -63.1% | +111.7% | +80.3% |
| 10Y | +118.6% | +65.1% | +53.5% | +58.2% |
| All | +9,633.7% | +3,270.0% | +6,363.7% | +2,966.0% |
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 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