+10,418.2%
REGN vs TDY
+7,056.0%
+3,362.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.9% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | -2.0% | -12.0% | +10.1% | +2.2% |
| 3M | +28.0% | -3.2% | +31.1% | +28.9% |
| 6M | +1.2% | -7.9% | +9.0% | +3.4% |
| YTD | +1.6% | +18.2% | -16.6% | -4.7% |
| 1Y | +38.2% | +6.7% | +31.6% | +33.7% |
| 3Y | -5.4% | +47.5% | -52.9% | -19.0% |
| 5Y | +21.3% | +39.5% | -18.2% | +4.1% |
| 10Y | +105.2% | +477.2% | -372.0% | -0.4% |
| All | +10,418.2% | +7,056.0% | +3,362.2% | +4,183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 all: compounded portfolio wealth divided by compounded TDY 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…
all analysis · Full analysis span regression · 6 months rolling