+101.5%
REGN vs TRI
+222.7%
-121.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.7% | -7.1% | -0.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -1.1% | +2.8% | -3.9% | -2.0% |
| 3M | +29.8% | +30.8% | -1.0% | +20.7% |
| 6M | +6.7% | +13.1% | -6.4% | +1.8% |
| YTD | +3.2% | -16.7% | +20.0% | +7.6% |
| 1Y | +42.5% | -36.3% | +78.7% | +62.8% |
| 3Y | -3.7% | -13.0% | +9.3% | -4.1% |
| 5Y | +24.2% | -1.4% | +25.6% | +16.1% |
| 10Y | +101.5% | +223.3% | -121.7% | +26.7% |
| All | +101.5% | +222.7% | -121.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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