-24.1%
TE vs REGN
-4.3%
-19.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.9% |
| 7D | +0.2% | -5.6% | +5.8% | +1.1% |
| 30D | -5.9% | -2.0% | -4.0% | -5.7% |
| 3M | -45.6% | +28.0% | -73.5% | -48.7% |
| 6M | -43.4% | +1.2% | -44.5% | -43.4% |
| YTD | -31.0% | +1.6% | -32.6% | -31.5% |
| 1Y | +145.2% | +38.2% | +107.0% | +107.3% |
| 3Y | -24.1% | -5.4% | -18.7% | -38.5% |
| All | -24.1% | -4.3% | -19.7% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling