+159.7%
TRV vs REGN
+21.2%
+138.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.3% |
| 7D | +1.9% | -5.6% | +7.5% | +2.7% |
| 30D | +1.7% | -2.0% | +3.7% | +1.9% |
| 3M | +23.9% | +28.0% | -4.1% | +19.6% |
| 6M | +26.3% | +1.2% | +25.1% | +25.6% |
| YTD | +30.8% | +1.6% | +29.2% | +29.8% |
| 1Y | +36.3% | +38.2% | -1.9% | +29.2% |
| 3Y | +145.0% | -5.4% | +150.4% | +143.5% |
| All | +159.7% | +21.2% | +138.5% | +141.5% |
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