+5,064.3%
TRV vs REGN
+3,539.8%
+1,524.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | -1.5% | -6.0% | +4.5% | -1.0% |
| 30D | -1.8% | -0.4% | -1.5% | -1.8% |
| 3M | +21.6% | +32.0% | -10.4% | +18.8% |
| 6M | +22.5% | +3.0% | +19.4% | +21.9% |
| YTD | +28.1% | +3.2% | +25.0% | +27.5% |
| 1Y | +37.0% | +43.4% | -6.4% | +32.6% |
| 3Y | +141.9% | -3.6% | +145.5% | +140.1% |
| 5Y | +158.5% | +23.1% | +135.4% | +150.4% |
| 10Y | +297.5% | +108.3% | +189.3% | +264.2% |
| All | +5,064.3% | +3,539.8% | +1,524.6% | +3,125.0% |
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 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