+151.1%
TOST vs REGN
+21.2%
+129.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.4% |
| 7D | 0.0% | +5.7% | -5.6% | -0.5% |
| 30D | +16.2% | +22.8% | -6.6% | +13.7% |
| 3M | -1.5% | +18.7% | -20.2% | -3.3% |
| 6M | +55.3% | +33.1% | +22.2% | +50.7% |
| YTD | -2.3% | +24.3% | -26.6% | -4.9% |
| 1Y | -5.5% | +38.2% | -43.7% | -8.9% |
| 3Y | +151.1% | +21.1% | +130.1% | +175.0% |
| All | +151.1% | +21.2% | +129.9% | +175.0% |
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