-48.1%
TOST vs REGN
+26.0%
-74.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -4.7% | -5.2% | +0.5% | -3.3% |
| 30D | -9.1% | +0.1% | -9.1% | -9.1% |
| 3M | +29.8% | +31.2% | -1.4% | +20.9% |
| 6M | +10.0% | +3.6% | +6.4% | +8.5% |
| YTD | -8.6% | +5.0% | -13.7% | -10.6% |
| 1Y | -20.7% | +45.9% | -66.6% | -30.2% |
| 3Y | +55.7% | -1.9% | +57.6% | +52.1% |
| All | -48.1% | +26.0% | -74.1% | -58.1% |
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