-2.2%
REGN vs TYL
-12.9%
+10.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.2% |
| 7D | -5.2% | -8.6% | +3.4% | -4.7% |
| 30D | +0.1% | +7.5% | -7.5% | -0.4% |
| 3M | +31.2% | +10.9% | +20.3% | +30.1% |
| 6M | +3.6% | -6.7% | +10.3% | +3.7% |
| YTD | +5.0% | -24.5% | +29.6% | +7.8% |
| 1Y | +45.9% | -38.6% | +84.5% | +54.0% |
| All | -2.2% | -12.9% | +10.8% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 3y: compounded portfolio wealth divided by compounded TYL 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…
3y analysis · Full analysis span regression · 6 months rolling