+23.4%
REGN vs TXT
+14.1%
+9.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.1% |
| 7D | -5.6% | +2.5% | -8.1% | -6.3% |
| 30D | -2.0% | -8.9% | +6.9% | +0.6% |
| 3M | +28.0% | -13.6% | +41.5% | +32.9% |
| 6M | +1.2% | -13.1% | +14.2% | +4.6% |
| YTD | +1.6% | -7.0% | +8.7% | +2.6% |
| 1Y | +38.2% | -1.4% | +39.6% | +36.8% |
| 3Y | -5.4% | +7.0% | -12.3% | -10.0% |
| All | +23.4% | +14.1% | +9.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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