-17.4%
TOST vs REGN
+46.5%
-63.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.2% |
| 7D | -3.4% | +4.2% | -7.6% | -3.7% |
| 30D | -2.4% | +7.8% | -10.3% | -2.9% |
| 3M | +34.6% | +31.8% | +2.8% | +32.8% |
| 6M | +15.2% | +5.4% | +9.8% | +13.9% |
| YTD | -4.4% | +7.7% | -12.0% | -5.8% |
| 1Y | -17.4% | +46.7% | -64.1% | -20.3% |
| All | -17.4% | +46.5% | -63.9% | -20.3% |
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