+34.3%
TRV vs REGN
+46.5%
-12.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.2% |
| 7D | -0.1% | +4.2% | -4.4% | -0.4% |
| 30D | -3.4% | +7.8% | -11.2% | -4.0% |
| 3M | +26.4% | +31.8% | -5.4% | +23.2% |
| 6M | +19.3% | +5.4% | +13.9% | +18.0% |
| YTD | +28.3% | +7.7% | +20.7% | +26.7% |
| 1Y | +34.3% | +46.7% | -12.4% | +30.9% |
| All | +34.3% | +46.5% | -12.2% | +30.9% |
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