+2,652.0%
REGN vs TPR
+6,864.5%
-4,212.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.5% |
| 7D | -5.2% | -7.3% | +2.1% | -3.3% |
| 30D | +0.1% | -30.7% | +30.8% | +9.5% |
| 3M | +31.2% | -21.6% | +52.8% | +38.8% |
| 6M | +3.6% | -21.3% | +24.9% | +9.0% |
| YTD | +5.0% | -10.2% | +15.2% | +6.3% |
| 1Y | +45.9% | +9.5% | +36.4% | +39.1% |
| 3Y | -1.9% | +280.8% | -282.6% | -36.1% |
| 5Y | +26.2% | +218.7% | -192.5% | -17.9% |
| 10Y | +112.1% | +306.7% | -194.6% | +5.8% |
| All | +2,652.0% | +6,864.5% | -4,212.5% | +308.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling