+2,501.8%
REGN vs TRGP
+2,232.9%
+268.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | +28.0% | +8.3% | +19.7% | +26.8% |
| 6M | +1.2% | +23.9% | -22.8% | -1.3% |
| YTD | +1.6% | +59.6% | -58.0% | -3.4% |
| 1Y | +38.2% | +79.4% | -41.2% | +29.6% |
| 3Y | -5.4% | +269.4% | -274.8% | -18.2% |
| 5Y | +21.3% | +641.6% | -620.4% | -3.0% |
| 10Y | +105.2% | +845.2% | -740.0% | +50.5% |
| All | +2,501.8% | +2,232.9% | +268.9% | +1,006.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling