+3,759.3%
REGN vs THC
+353.7%
+3,405.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.9% |
| 7D | -5.2% | +4.1% | -9.3% | -5.8% |
| 30D | +0.1% | +3.5% | -3.5% | -0.5% |
| 3M | +31.2% | +61.7% | -30.5% | +22.0% |
| 6M | +3.6% | +11.8% | -8.2% | +1.4% |
| YTD | +5.0% | +35.4% | -30.4% | -0.3% |
| 1Y | +45.9% | +37.0% | +8.9% | +37.8% |
| 3Y | -1.9% | +260.1% | -261.9% | -21.0% |
| 5Y | +26.2% | +262.6% | -236.4% | -2.0% |
| 10Y | +112.1% | +1,039.2% | -927.1% | +17.6% |
| All | +3,759.3% | +353.7% | +3,405.6% | +1,670.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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