-5.6%
TLT vs REGN
+45.3%
-50.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.1% |
| 7D | +1.0% | +14.4% | -13.5% | -0.1% |
| 30D | +6.0% | +28.1% | -22.1% | +4.2% |
| 3M | -0.9% | +22.5% | -23.4% | -2.3% |
| 6M | -2.3% | +31.6% | -33.8% | -4.1% |
| YTD | -3.3% | +21.0% | -24.4% | -4.8% |
| 1Y | -5.6% | +49.0% | -54.6% | -8.5% |
| All | -5.6% | +45.3% | -50.9% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling