+23.4%
REGN vs TD
+125.7%
-102.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.8% |
| 6M | +1.2% | +28.0% | -26.8% | -6.6% |
| YTD | +1.6% | +30.3% | -28.7% | -6.7% |
| 1Y | +38.2% | +59.8% | -21.5% | +19.6% |
| 3Y | -5.4% | +124.7% | -130.1% | -26.1% |
| All | +23.4% | +125.7% | -102.3% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling