+3,855.2%
REGN vs TYL
+11,549.0%
-7,693.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.2% | -1.2% |
| 7D | +4.2% | -3.7% | +7.9% | +4.9% |
| 30D | +7.8% | +18.7% | -10.9% | +4.6% |
| 3M | +31.8% | +18.1% | +13.7% | +27.7% |
| 6M | +5.4% | -1.1% | +6.5% | +4.7% |
| YTD | +7.7% | -19.8% | +27.5% | +10.2% |
| 1Y | +46.7% | -34.3% | +81.0% | +55.1% |
| 3Y | +0.5% | -8.2% | +8.7% | -0.7% |
| 5Y | +22.9% | -25.4% | +48.4% | +23.8% |
| 10Y | +115.0% | +115.6% | -0.6% | +78.8% |
| All | +3,855.2% | +11,549.0% | -7,693.8% | +1,240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling