-26.5%
TMUS vs REGN
+46.5%
-73.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.5% |
| 7D | +0.1% | +4.2% | -4.1% | +0.3% |
| 30D | +5.3% | +7.8% | -2.6% | +5.6% |
| 3M | +3.1% | +31.8% | -28.7% | +4.4% |
| 6M | -16.5% | +5.4% | -21.8% | -15.6% |
| YTD | -9.2% | +7.7% | -16.8% | -8.4% |
| 1Y | -26.5% | +46.7% | -73.2% | -26.8% |
| All | -26.5% | +46.5% | -73.0% | -26.8% |
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