+33.6%
TSLA vs REGN
-4.3%
+37.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +3.2% | -5.6% | +8.8% | +4.6% |
| 30D | +11.6% | -2.0% | +13.5% | +12.1% |
| 3M | -8.4% | +28.0% | -36.4% | -13.8% |
| 6M | -10.4% | +1.2% | -11.5% | -10.7% |
| YTD | -18.7% | +1.6% | -20.4% | -19.3% |
| 1Y | -0.9% | +38.2% | -39.2% | -10.7% |
| 3Y | +33.6% | -5.4% | +38.9% | +20.3% |
| All | +33.6% | -4.3% | +37.9% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling