+5,029.7%
TGT vs REGN
+3,485.7%
+1,543.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.2% |
| 7D | -5.2% | -5.6% | +0.3% | -4.7% |
| 30D | +1.2% | -2.0% | +3.1% | +1.4% |
| 3M | +18.4% | +28.0% | -9.6% | +15.8% |
| 6M | +33.4% | +1.2% | +32.3% | +33.1% |
| YTD | +63.8% | +1.6% | +62.2% | +63.2% |
| 1Y | +77.2% | +38.2% | +38.9% | +71.4% |
| 3Y | +41.8% | -5.4% | +47.1% | +41.1% |
| 5Y | -25.5% | +21.3% | -46.8% | -27.8% |
| 10Y | +204.9% | +105.2% | +99.7% | +179.0% |
| All | +5,029.7% | +3,485.7% | +1,543.9% | +2,855.9% |
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