+4,937.5%
REGN vs TNA
+924.1%
+4,013.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.6% | -7.3% | +1.7% | -4.0% |
| 30D | -2.0% | -14.2% | +12.2% | +1.4% |
| 3M | +28.0% | -4.6% | +32.5% | +28.7% |
| 6M | +1.2% | +36.9% | -35.8% | -7.4% |
| YTD | +1.6% | +42.5% | -40.9% | -8.4% |
| 1Y | +38.2% | +45.8% | -7.5% | +22.5% |
| 3Y | -5.4% | +104.7% | -110.0% | -29.6% |
| 5Y | +21.3% | -21.7% | +43.0% | +0.9% |
| 10Y | +105.2% | +83.8% | +21.4% | -4.4% |
| All | +4,937.5% | +924.1% | +4,013.4% | +728.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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