+23.4%
REGN vs TRGP
+628.1%
-604.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -2.0% | +8.0% | -10.0% | -2.9% |
| 3M | +28.0% | +8.3% | +19.7% | +26.6% |
| 6M | +1.2% | +23.9% | -22.8% | -1.8% |
| YTD | +1.6% | +59.6% | -58.0% | -4.5% |
| 1Y | +38.2% | +79.4% | -41.2% | +27.8% |
| 3Y | -5.4% | +269.4% | -274.8% | -21.8% |
| All | +23.4% | +628.1% | -604.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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