+1,851.9%
TER vs REGN
+105.3%
+1,746.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.1% |
| 7D | +6.4% | -5.6% | +11.9% | +8.4% |
| 30D | -5.7% | -2.0% | -3.7% | -5.3% |
| 3M | -0.4% | +28.0% | -28.4% | -9.8% |
| 6M | +25.8% | +1.2% | +24.7% | +24.7% |
| YTD | +96.4% | +1.6% | +94.8% | +94.1% |
| 1Y | +229.2% | +38.2% | +191.0% | +189.0% |
| 3Y | +288.1% | -5.4% | +293.5% | +283.3% |
| 5Y | +219.9% | +21.3% | +198.7% | +183.6% |
| All | +1,851.9% | +105.3% | +1,746.7% | +1,329.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling