-45.7%
TOST vs REGN
+29.1%
-74.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.5% |
| 7D | -3.4% | +4.2% | -7.6% | -4.5% |
| 30D | -2.4% | +7.8% | -10.3% | -4.4% |
| 3M | +34.6% | +31.8% | +2.8% | +25.2% |
| 6M | +15.2% | +5.4% | +9.8% | +13.0% |
| YTD | -4.4% | +7.7% | -12.0% | -7.0% |
| 1Y | -17.4% | +46.7% | -64.1% | -27.3% |
| 3Y | +54.5% | +0.5% | +54.0% | +50.0% |
| All | -45.7% | +29.1% | -74.8% | -56.4% |
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