-52.3%
TEAM vs REGN
+21.2%
-73.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -5.2% | -5.6% | +0.4% | -4.0% |
| 30D | +15.8% | -2.0% | +17.7% | +16.2% |
| 3M | +101.5% | +28.0% | +73.5% | +91.9% |
| 6M | +138.2% | +1.2% | +137.0% | +136.9% |
| YTD | +10.8% | +1.6% | +9.2% | +9.7% |
| 1Y | +1.7% | +38.2% | -36.6% | -8.1% |
| 3Y | -16.0% | -5.4% | -10.7% | -16.1% |
| All | -52.3% | +21.2% | -73.5% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling