+39,719.2%
TJX vs REGN
+3,485.7%
+36,233.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -4.6% | -5.6% | +1.0% | -4.2% |
| 30D | -17.2% | -2.0% | -15.2% | -17.1% |
| 3M | -24.9% | +28.0% | -52.9% | -26.4% |
| 6M | -19.7% | +1.2% | -20.8% | -19.9% |
| YTD | -17.2% | +1.6% | -18.8% | -17.5% |
| 1Y | -9.4% | +38.2% | -47.7% | -12.1% |
| 3Y | +43.1% | -5.4% | +48.4% | +42.3% |
| 5Y | +96.7% | +21.3% | +75.4% | +90.9% |
| 10Y | +287.7% | +105.2% | +182.5% | +255.9% |
| All | +39,719.2% | +3,485.7% | +36,233.5% | +22,045.5% |
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 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