-25.1%
TGT vs REGN
+21.2%
-46.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | -5.2% | -5.6% | +0.3% | -4.0% |
| 30D | +1.2% | -2.0% | +3.1% | +1.6% |
| 3M | +18.4% | +28.0% | -9.6% | +11.9% |
| 6M | +33.4% | +1.2% | +32.3% | +32.6% |
| YTD | +63.8% | +1.6% | +62.2% | +62.1% |
| 1Y | +77.2% | +38.2% | +38.9% | +61.5% |
| 3Y | +41.8% | -5.4% | +47.1% | +39.7% |
| All | -25.1% | +21.2% | -46.3% | -31.2% |
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