+23.1%
REGN vs TMF
-88.5%
+111.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.6% |
| 7D | -6.0% | -4.8% | -1.2% | -5.7% |
| 30D | -0.4% | -4.9% | +4.5% | -0.1% |
| 3M | +32.0% | -13.4% | +45.4% | +32.9% |
| 6M | +3.0% | -23.0% | +26.1% | +4.2% |
| YTD | +3.2% | -20.2% | +23.4% | +4.2% |
| 1Y | +43.4% | -26.5% | +69.9% | +45.3% |
| 3Y | -3.6% | -45.2% | +41.6% | -2.3% |
| 5Y | +23.1% | -88.4% | +111.5% | +17.0% |
| All | +23.1% | -88.5% | +111.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 5y: compounded portfolio wealth divided by compounded TMF 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…
5y analysis · Full analysis span regression · 6 months rolling