+97.5%
REGN vs TPR
+327.7%
-230.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.7% | -1.7% |
| 7D | -5.6% | -3.0% | -2.6% | -5.3% |
| 30D | -2.0% | -22.6% | +20.7% | +0.3% |
| 3M | +28.0% | -18.2% | +46.1% | +30.1% |
| 6M | +1.2% | -18.0% | +19.1% | +2.7% |
| YTD | +1.6% | -6.4% | +8.0% | +1.9% |
| 1Y | +38.2% | +12.3% | +25.9% | +35.9% |
| 3Y | -5.4% | +298.7% | -304.0% | -18.2% |
| 5Y | +21.3% | +232.5% | -211.2% | +4.9% |
| All | +97.5% | +327.7% | -230.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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