-35.4%
TLT vs REGN
+21.2%
-56.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 6M | -5.0% | +1.2% | -6.2% | -5.2% |
| YTD | -4.4% | +1.6% | -6.0% | -4.5% |
| 1Y | -6.4% | +38.2% | -44.6% | -7.6% |
| 3Y | -2.0% | -5.4% | +3.4% | -1.9% |
| All | -35.4% | +21.2% | -56.5% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling