-23.9%
REGN vs TEM
+47.5%
-71.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | -5.6% | -8.7% | +3.1% | -5.2% |
| 30D | -2.0% | +8.1% | -10.0% | -2.5% |
| 3M | +28.0% | +19.0% | +9.0% | +26.4% |
| 6M | +1.2% | +12.0% | -10.9% | -0.1% |
| YTD | +1.6% | -0.1% | +1.7% | +0.7% |
| 1Y | +38.2% | -33.5% | +71.8% | +38.9% |
| All | -23.9% | +47.5% | -71.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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