+3,690.5%
REGN vs TSN
+558.1%
+3,132.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.1% |
| 7D | -6.0% | +1.4% | -7.3% | -6.2% |
| 30D | -0.4% | -6.2% | +5.8% | +0.9% |
| 3M | +32.0% | -5.7% | +37.7% | +33.3% |
| 6M | +3.0% | -11.4% | +14.4% | +5.2% |
| YTD | +3.2% | -8.2% | +11.3% | +4.5% |
| 1Y | +43.4% | -2.0% | +45.5% | +43.2% |
| 3Y | -3.6% | +11.9% | -15.5% | -7.0% |
| 5Y | +23.1% | -17.8% | +40.9% | +24.9% |
| 10Y | +108.3% | -5.7% | +114.0% | +95.8% |
| All | +3,690.5% | +558.1% | +3,132.4% | +1,802.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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