+172.6%
TTMI vs REGN
+46.5%
+126.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.7% | +8.9% |
| 7D | +5.9% | +4.2% | +1.6% | +5.7% |
| 30D | -4.3% | +7.8% | -12.1% | -4.9% |
| 3M | -32.0% | +31.8% | -63.9% | -33.8% |
| 6M | +19.5% | +5.4% | +14.1% | +19.6% |
| YTD | +82.0% | +7.7% | +74.4% | +82.8% |
| 1Y | +172.6% | +46.7% | +126.0% | +178.8% |
| All | +172.6% | +46.5% | +126.2% | +178.8% |
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