+7,256.3%
TMO vs REGN
+3,485.7%
+3,770.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -0.6% | -5.6% | +4.9% | 0.0% |
| 30D | +1.1% | -2.0% | +3.1% | +1.3% |
| 3M | +28.3% | +28.0% | +0.4% | +24.9% |
| 6M | +23.3% | +1.2% | +22.1% | +22.9% |
| YTD | +5.5% | +1.6% | +3.8% | +5.0% |
| 1Y | +24.5% | +38.2% | -13.7% | +19.8% |
| 3Y | +19.6% | -5.4% | +24.9% | +19.1% |
| 5Y | +8.1% | +21.3% | -13.2% | +4.5% |
| 10Y | +336.7% | +105.2% | +231.5% | +295.5% |
| All | +7,256.3% | +3,485.7% | +3,770.6% | +4,091.1% |
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 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