+320.9%
TMUS vs REGN
+3,306.7%
-2,985.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -0.3% | -1.6% | +1.4% | +0.1% |
| 30D | +3.1% | +3.4% | -0.3% | +2.4% |
| 3M | +2.4% | +32.7% | -30.3% | -3.8% |
| 6M | -17.1% | +6.9% | -24.0% | -18.9% |
| YTD | -9.1% | +5.4% | -14.5% | -10.9% |
| 1Y | -23.6% | +45.8% | -69.5% | -30.7% |
| 3Y | +38.8% | -1.5% | +40.4% | +34.5% |
| 5Y | +43.0% | +22.2% | +20.7% | +29.4% |
| 10Y | +309.1% | +103.6% | +205.5% | +216.6% |
| All | +320.9% | +3,306.7% | -2,985.9% | +28.4% |
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