+181.2%
TSCO vs REGN
+105.3%
+76.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -5.7% | -5.6% | -0.1% | -4.5% |
| 30D | -8.8% | -2.0% | -6.8% | -8.4% |
| 3M | +6.3% | +28.0% | -21.6% | +0.7% |
| 6M | -32.3% | +1.2% | -33.4% | -32.7% |
| YTD | -32.7% | +1.6% | -34.3% | -33.3% |
| 1Y | -43.7% | +38.2% | -81.9% | -48.1% |
| 3Y | -19.7% | -5.4% | -14.3% | -20.6% |
| 5Y | -11.6% | +21.3% | -32.9% | -18.5% |
| All | +181.2% | +105.3% | +76.0% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling