+446.8%
TTMI vs REGN
+2,233.1%
-1,786.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.8% | +3.7% |
| 7D | +0.7% | -5.6% | +6.3% | +2.2% |
| 30D | -8.4% | -2.0% | -6.5% | -8.2% |
| 3M | -32.5% | +28.0% | -60.4% | -37.4% |
| 6M | +32.5% | +1.2% | +31.3% | +30.8% |
| YTD | +83.2% | +1.6% | +81.6% | +80.4% |
| 1Y | +161.7% | +38.2% | +123.4% | +135.4% |
| 3Y | +890.1% | -5.4% | +895.5% | +864.7% |
| 5Y | +832.4% | +21.3% | +811.2% | +729.3% |
| 10Y | +1,115.8% | +105.2% | +1,010.6% | +799.0% |
| All | +446.8% | +2,233.1% | -1,786.3% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling