+40.9%
TTWO vs REGN
+21.2%
+19.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +0.4% | -5.6% | +5.9% | +0.9% |
| 30D | -11.3% | -2.0% | -9.4% | -11.2% |
| 3M | +1.6% | +28.0% | -26.4% | -0.8% |
| 6M | +2.1% | +1.2% | +0.9% | +1.7% |
| YTD | -15.8% | +1.6% | -17.5% | -16.2% |
| 1Y | -12.6% | +38.2% | -50.8% | -16.2% |
| 3Y | +48.2% | -5.4% | +53.6% | +49.3% |
| All | +40.9% | +21.2% | +19.7% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling