+3,690.5%
REGN vs TXT
+1,560.5%
+2,130.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -6.0% | -0.2% | -5.7% | -5.9% |
| 30D | -0.4% | -10.2% | +9.9% | +2.8% |
| 3M | +32.0% | -13.3% | +45.3% | +37.1% |
| 6M | +3.0% | -14.4% | +17.4% | +7.1% |
| YTD | +3.2% | -9.1% | +12.3% | +5.1% |
| 1Y | +43.4% | -2.2% | +45.6% | +42.8% |
| 3Y | -3.6% | +5.1% | -8.7% | -7.1% |
| 5Y | +23.1% | +12.8% | +10.3% | +13.8% |
| 10Y | +108.3% | +101.4% | +6.9% | +45.0% |
| All | +3,690.5% | +1,560.5% | +2,130.1% | +923.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling