+97.5%
REGN vs TKO
+989.7%
-892.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -5.6% | +2.3% | -7.9% | -5.9% |
| 30D | -2.0% | -2.5% | +0.5% | -1.6% |
| 3M | +28.0% | -10.6% | +38.6% | +29.9% |
| 6M | +1.2% | -5.1% | +6.2% | +1.5% |
| YTD | +1.6% | -8.2% | +9.9% | +2.3% |
| 1Y | +38.2% | -4.4% | +42.7% | +38.1% |
| 3Y | -5.4% | +100.4% | -105.7% | -17.6% |
| 5Y | +21.3% | +294.3% | -273.0% | -8.3% |
| All | +97.5% | +989.7% | -892.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling