+97.5%
REGN vs TECK
+377.7%
-280.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.6% | -3.8% | -1.7% | -5.2% |
| 30D | -2.0% | +0.7% | -2.7% | -2.1% |
| 3M | +28.0% | +4.6% | +23.3% | +27.0% |
| 6M | +1.2% | +25.1% | -24.0% | -1.6% |
| YTD | +1.6% | +39.2% | -37.5% | -2.4% |
| 1Y | +38.2% | +60.3% | -22.1% | +30.7% |
| 3Y | -5.4% | +62.9% | -68.3% | -11.9% |
| 5Y | +21.3% | +181.5% | -160.2% | +4.9% |
| All | +97.5% | +377.7% | -280.2% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling