-5.4%
REGN vs TEVA
+280.8%
-286.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | -5.6% | +2.0% | -7.6% | -5.9% |
| 30D | -2.0% | +1.0% | -2.9% | -2.1% |
| 3M | +28.0% | +7.3% | +20.6% | +26.4% |
| 6M | +1.2% | +21.7% | -20.6% | -2.3% |
| YTD | +1.6% | +18.8% | -17.2% | -1.5% |
| 1Y | +38.2% | +86.5% | -48.2% | +24.6% |
| 3Y | -5.4% | +269.4% | -274.8% | -23.3% |
| All | -5.4% | +280.8% | -286.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 3y: compounded portfolio wealth divided by compounded TEVA 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…
3y analysis · Full analysis span regression · 6 months rolling