+26.2%
REGN vs CVE
+350.0%
-323.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -5.2% | +2.0% | -7.2% | -5.3% |
| 30D | +0.1% | +13.2% | -13.1% | -0.7% |
| 3M | +31.2% | +21.7% | +9.5% | +29.5% |
| 6M | +3.6% | +48.4% | -44.8% | +0.4% |
| YTD | +5.0% | +100.1% | -95.1% | -0.7% |
| 1Y | +45.9% | +107.8% | -62.0% | +37.3% |
| 3Y | -1.9% | +76.9% | -78.8% | -8.3% |
| 5Y | +26.2% | +346.2% | -320.1% | +12.5% |
| All | +26.2% | +350.0% | -323.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 5y: compounded portfolio wealth divided by compounded CVE 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…
5y analysis · Full analysis span regression · 6 months rolling