+38.2%
REGN vs TECK
+66.9%
-28.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.6% | -3.8% | -1.7% | -5.3% |
| 30D | -2.0% | +0.7% | -2.7% | -2.1% |
| 3M | +28.0% | +4.6% | +23.3% | +27.1% |
| 6M | +1.2% | +25.1% | -24.0% | -1.9% |
| YTD | +1.6% | +39.2% | -37.5% | -0.9% |
| 1Y | +38.2% | +60.3% | -22.1% | +34.6% |
| All | +38.2% | +66.9% | -28.7% | +34.6% |
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