-5.4%
REGN vs TD
+127.3%
-132.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.6% | -0.5% | -5.0% | -5.4% |
| 30D | -2.0% | -1.9% | -0.1% | -1.5% |
| 3M | +28.0% | +4.8% | +23.2% | +25.9% |
| 6M | +1.2% | +28.0% | -26.8% | -6.2% |
| YTD | +1.6% | +30.3% | -28.7% | -6.3% |
| 1Y | +38.2% | +59.8% | -21.5% | +21.1% |
| 3Y | -5.4% | +124.7% | -130.1% | -23.3% |
| All | -5.4% | +127.3% | -132.7% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling