+69.5%
T vs REGN
+21.2%
+48.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.1% |
| 7D | +1.5% | -5.6% | +7.1% | +1.9% |
| 30D | +7.5% | -2.0% | +9.4% | +7.6% |
| 3M | +14.8% | +28.0% | -13.1% | +12.8% |
| 6M | -1.7% | +1.2% | -2.9% | -1.9% |
| YTD | +8.7% | +1.6% | +7.1% | +8.3% |
| 1Y | -7.5% | +38.2% | -45.7% | -10.1% |
| 3Y | +110.2% | -5.4% | +115.6% | +109.6% |
| All | +69.5% | +21.2% | +48.4% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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