+40.9%
REGN vs TRU
+4.5%
+36.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | +10.3% | +9.8% | +0.4% | +9.0% |
| 30D | +22.2% | +30.7% | -8.5% | +18.4% |
| 3M | +17.6% | +3.8% | +13.8% | +16.7% |
| 6M | +28.9% | +21.9% | +7.0% | +25.4% |
| YTD | +17.4% | -2.8% | +20.3% | +17.4% |
| 1Y | +40.9% | +4.8% | +36.1% | +36.8% |
| All | +40.9% | +4.5% | +36.4% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling