+51.9%
REGN vs TRU
+228.8%
-176.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.6% | -2.7% | -2.9% | -5.0% |
| 30D | -2.0% | -2.0% | +0.1% | -1.6% |
| 3M | +28.0% | +18.4% | +9.5% | +23.0% |
| 6M | +1.2% | +8.9% | -7.7% | -1.5% |
| YTD | +1.6% | -8.9% | +10.6% | +2.2% |
| 1Y | +38.2% | -15.9% | +54.1% | +41.0% |
| 3Y | -5.4% | -1.1% | -4.3% | -10.1% |
| 5Y | +21.3% | -35.2% | +56.5% | +27.1% |
| 10Y | +105.2% | +145.3% | -40.1% | +38.8% |
| All | +51.9% | +228.8% | -176.8% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling