+5,401.7%
TTWO vs REGN
+10,418.2%
-5,016.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +0.4% | -5.6% | +5.9% | +1.2% |
| 30D | -11.3% | -2.0% | -9.4% | -11.1% |
| 3M | +1.6% | +28.0% | -26.4% | -2.3% |
| 6M | +2.1% | +1.2% | +0.9% | +1.5% |
| YTD | -15.8% | +1.6% | -17.5% | -16.6% |
| 1Y | -12.6% | +38.2% | -50.8% | -17.7% |
| 3Y | +48.2% | -5.4% | +53.6% | +45.8% |
| 5Y | +40.0% | +21.3% | +18.7% | +31.0% |
| 10Y | +404.1% | +105.2% | +298.9% | +325.5% |
| All | +5,401.7% | +10,418.2% | -5,016.5% | +2,167.2% |
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 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