-30.5%
TSCO vs REGN
+43.8%
-74.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | +8.8% | +10.3% | -1.5% | +6.9% |
| 30D | +13.4% | +22.2% | -8.8% | +9.8% |
| 3M | +10.3% | +17.6% | -7.3% | +7.3% |
| 6M | +13.7% | +28.9% | -15.2% | +9.4% |
| YTD | -25.4% | +17.4% | -42.8% | -26.2% |
| 1Y | -30.5% | +40.9% | -71.3% | -34.0% |
| All | -30.5% | +43.8% | -74.3% | -34.0% |
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 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