+283.6%
TJX vs REGN
+105.3%
+178.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -4.6% | -5.6% | +1.0% | -3.7% |
| 30D | -17.2% | -2.0% | -15.2% | -17.0% |
| 3M | -24.9% | +28.0% | -52.9% | -27.8% |
| 6M | -19.7% | +1.2% | -20.8% | -20.1% |
| YTD | -17.2% | +1.6% | -18.8% | -17.9% |
| 1Y | -9.4% | +38.2% | -47.7% | -14.6% |
| 3Y | +43.1% | -5.4% | +48.4% | +41.6% |
| 5Y | +96.7% | +21.3% | +75.4% | +85.0% |
| All | +283.6% | +105.3% | +178.4% | +214.1% |
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