+148.6%
TE vs REGN
+46.5%
+102.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +0.7% |
| 7D | -4.0% | +4.2% | -8.2% | -2.5% |
| 30D | -15.9% | +7.8% | -23.7% | -13.4% |
| 3M | -60.5% | +31.8% | -92.4% | -56.2% |
| 6M | -35.2% | +5.4% | -40.6% | -30.0% |
| YTD | -31.1% | +7.7% | -38.8% | -25.0% |
| 1Y | +148.6% | +46.7% | +102.0% | +133.6% |
| All | +148.6% | +46.5% | +102.2% | +133.6% |
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