+32.8%
TMUS vs REGN
-2.9%
+35.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | -5.8% | -6.0% | +0.2% | -5.6% |
| 30D | -0.2% | -0.4% | +0.1% | -0.2% |
| 3M | -4.0% | +32.0% | -36.0% | -4.5% |
| 6M | -18.1% | +3.0% | -21.1% | -18.0% |
| YTD | -11.3% | +3.2% | -14.5% | -11.2% |
| 1Y | -24.7% | +43.4% | -68.2% | -26.1% |
| All | +32.8% | -2.9% | +35.7% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling