+3,634.3%
REGN vs TEVA
+5,958.1%
-2,323.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.0% |
| 7D | -5.6% | +2.0% | -7.6% | -6.1% |
| 30D | -2.0% | +1.0% | -2.9% | -2.2% |
| 3M | +28.0% | +7.3% | +20.6% | +25.5% |
| 6M | +1.2% | +21.7% | -20.6% | -4.3% |
| YTD | +1.6% | +18.8% | -17.2% | -3.4% |
| 1Y | +38.2% | +86.5% | -48.2% | +16.7% |
| 3Y | -5.4% | +269.4% | -274.8% | -35.3% |
| 5Y | +21.3% | +303.6% | -282.3% | -22.9% |
| 10Y | +105.2% | -22.9% | +128.1% | +78.5% |
| All | +3,634.3% | +5,958.1% | -2,323.8% | +1,091.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling