-40.9%
TSCO vs REGN
+46.5%
-87.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | +0.8% | +4.2% | -3.4% | +0.4% |
| 30D | +5.5% | +7.8% | -2.4% | +4.7% |
| 3M | +20.0% | +31.8% | -11.8% | +16.7% |
| 6M | -29.8% | +5.4% | -35.2% | -29.5% |
| YTD | -28.7% | +7.7% | -36.3% | -28.6% |
| 1Y | -40.9% | +46.7% | -87.6% | -40.3% |
| All | -40.9% | +46.5% | -87.4% | -40.3% |
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