+97.5%
REGN vs TRMB
+121.9%
-24.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.6% | -3.0% | -2.5% | -4.9% |
| 30D | -2.0% | +2.3% | -4.3% | -2.5% |
| 3M | +28.0% | +15.3% | +12.6% | +23.7% |
| 6M | +1.2% | -14.7% | +15.9% | +4.2% |
| YTD | +1.6% | -26.4% | +28.0% | +7.9% |
| 1Y | +38.2% | -30.4% | +68.6% | +48.2% |
| 3Y | -5.4% | +13.5% | -18.9% | -11.4% |
| 5Y | +21.3% | -38.6% | +59.9% | +29.7% |
| All | +97.5% | +121.9% | -24.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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