+23.4%
REGN vs TAP
-0.1%
+23.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -5.6% | -3.9% | -1.7% | -4.9% |
| 30D | -2.0% | -5.3% | +3.3% | -1.0% |
| 3M | +28.0% | -3.8% | +31.7% | +28.6% |
| 6M | +1.2% | -11.4% | +12.5% | +3.1% |
| YTD | +1.6% | -13.7% | +15.4% | +3.9% |
| 1Y | +38.2% | -17.2% | +55.4% | +42.2% |
| 3Y | -5.4% | -33.1% | +27.7% | +0.5% |
| All | +23.4% | -0.1% | +23.5% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling