-6.4%
TLT vs REGN
+41.3%
-47.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -1.6% | -5.6% | +4.0% | -1.4% |
| 30D | -1.1% | -2.0% | +0.8% | -1.1% |
| 3M | -4.9% | +28.0% | -32.8% | -5.8% |
| 6M | -5.0% | +1.2% | -6.2% | -5.2% |
| YTD | -4.4% | +1.6% | -6.0% | -4.6% |
| 1Y | -6.4% | +38.2% | -44.6% | -6.4% |
| All | -6.4% | +41.3% | -47.7% | -6.4% |
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