+23.4%
REGN vs TXG
-62.8%
+86.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.8% |
| 7D | -5.6% | +9.5% | -15.1% | -6.4% |
| 30D | -2.0% | +18.8% | -20.7% | -3.6% |
| 3M | +28.0% | +136.1% | -108.2% | +17.6% |
| 6M | +1.2% | +235.2% | -234.1% | -10.5% |
| YTD | +1.6% | +320.5% | -318.9% | -12.1% |
| 1Y | +38.2% | +425.2% | -386.9% | +16.2% |
| 3Y | -5.4% | +42.9% | -48.3% | -15.7% |
| All | +23.4% | -62.8% | +86.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling