+49.0%
REGN vs TECK
+59.3%
-10.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -4.6% |
| 7D | +14.4% | +2.3% | +12.2% | +14.2% |
| 30D | +28.1% | -5.0% | +33.1% | +28.6% |
| 3M | +22.5% | -0.3% | +22.8% | +22.4% |
| 6M | +31.6% | +13.9% | +17.7% | +28.7% |
| YTD | +21.0% | +35.2% | -14.2% | +21.3% |
| 1Y | +49.0% | +57.5% | -8.6% | +56.0% |
| All | +49.0% | +59.3% | -10.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling