+23.1%
REGN vs TPR
+222.6%
-199.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | -6.0% | -5.1% | -0.8% | -5.3% |
| 30D | -0.4% | -27.6% | +27.2% | +3.7% |
| 3M | +32.0% | -17.5% | +49.5% | +34.9% |
| 6M | +3.0% | -21.3% | +24.4% | +5.7% |
| YTD | +3.2% | -8.5% | +11.6% | +3.7% |
| 1Y | +43.4% | +11.5% | +32.0% | +40.2% |
| 3Y | -3.6% | +288.0% | -291.6% | -22.4% |
| 5Y | +23.1% | +225.2% | -202.1% | -4.0% |
| All | +23.1% | +222.6% | -199.5% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling