+47.5%
TMUS vs REGN
+21.2%
+26.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.1% |
| 7D | +0.4% | -5.6% | +6.0% | +1.0% |
| 30D | +3.5% | -2.0% | +5.5% | +3.7% |
| 3M | -1.3% | +28.0% | -29.3% | -3.6% |
| 6M | -13.6% | +1.2% | -14.8% | -13.8% |
| YTD | -8.8% | +1.6% | -10.4% | -9.1% |
| 1Y | -22.9% | +38.2% | -61.1% | -26.2% |
| 3Y | +36.7% | -5.4% | +42.1% | +36.9% |
| All | +47.5% | +21.2% | +26.3% | +37.6% |
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