-25.8%
TE vs REGN
+45.3%
-71.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -5.7% |
| 7D | +3.8% | +14.4% | -10.6% | +12.1% |
| 30D | -26.2% | +28.1% | -54.3% | -15.0% |
| 3M | -49.7% | +22.5% | -72.2% | -43.2% |
| 6M | -46.5% | +31.6% | -78.0% | -34.6% |
| YTD | -59.1% | +21.0% | -80.2% | -50.5% |
| 1Y | -25.8% | +49.0% | -74.8% | +12.1% |
| All | -25.8% | +45.3% | -71.1% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling