+97.5%
REGN vs TAP
-49.9%
+147.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -5.6% | -3.9% | -1.7% | -5.0% |
| 30D | -2.0% | -5.3% | +3.3% | -1.1% |
| 3M | +28.0% | -3.8% | +31.7% | +28.6% |
| 6M | +1.2% | -11.4% | +12.5% | +2.9% |
| YTD | +1.6% | -13.7% | +15.4% | +3.6% |
| 1Y | +38.2% | -17.2% | +55.4% | +41.8% |
| 3Y | -5.4% | -33.1% | +27.7% | -0.1% |
| 5Y | +21.3% | +0.8% | +20.5% | +19.2% |
| All | +97.5% | -49.9% | +147.4% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling