+11,322.5%
REGN vs TKO
+1,400.2%
+9,922.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -5.6% | +2.3% | -7.9% | -6.2% |
| 30D | -2.0% | -2.5% | +0.5% | -1.4% |
| 3M | +28.0% | -10.6% | +38.6% | +31.1% |
| 6M | +1.2% | -5.1% | +6.2% | +1.7% |
| YTD | +1.6% | -8.2% | +9.9% | +2.7% |
| 1Y | +38.2% | -4.4% | +42.7% | +37.8% |
| 3Y | -5.4% | +100.4% | -105.7% | -24.1% |
| 5Y | +21.3% | +294.3% | -273.0% | -20.6% |
| 10Y | +105.2% | +983.2% | -878.0% | -9.1% |
| All | +11,322.5% | +1,400.2% | +9,922.2% | +2,395.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling