-53.4%
TE vs REGN
+108.2%
-161.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -6.5% |
| 7D | +0.9% | -6.0% | +6.8% | +1.7% |
| 30D | -16.3% | -0.4% | -15.9% | -16.3% |
| 3M | -40.8% | +32.0% | -72.8% | -43.6% |
| 6M | -42.6% | +3.0% | -45.6% | -43.1% |
| YTD | -31.4% | +3.2% | -34.6% | -32.3% |
| 1Y | +144.9% | +43.4% | +101.5% | +121.9% |
| 3Y | -26.0% | -3.6% | -22.4% | -27.8% |
| 5Y | -48.5% | +23.1% | -71.6% | -51.5% |
| All | -53.4% | +108.2% | -161.6% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling