+12.8%
TEAM vs REGN
+46.5%
-33.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.8% | -2.7% |
| 7D | -0.4% | +4.2% | -4.7% | -0.2% |
| 30D | +67.3% | +7.8% | +59.5% | +68.2% |
| 3M | +86.8% | +31.8% | +55.0% | +93.0% |
| 6M | +146.8% | +5.4% | +141.4% | +148.6% |
| YTD | +16.9% | +7.7% | +9.3% | +17.8% |
| 1Y | +12.8% | +46.7% | -33.9% | +15.2% |
| All | +12.8% | +46.5% | -33.7% | +15.2% |
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