+317.5%
TMUS vs REGN
+105.3%
+212.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | +0.4% | -5.6% | +6.0% | +1.6% |
| 30D | +3.5% | -2.0% | +5.5% | +3.9% |
| 3M | -1.3% | +28.0% | -29.3% | -6.1% |
| 6M | -13.6% | +1.2% | -14.8% | -14.3% |
| YTD | -8.8% | +1.6% | -10.4% | -9.7% |
| 1Y | -22.9% | +38.2% | -61.1% | -29.0% |
| 3Y | +36.7% | -5.4% | +42.1% | +34.6% |
| 5Y | +46.6% | +21.3% | +25.3% | +32.3% |
| All | +317.5% | +105.3% | +212.2% | +216.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling