+99.7%
TXN vs REGN
+45.3%
+54.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.3% |
| 7D | +1.0% | +14.4% | -13.4% | +0.9% |
| 30D | +6.1% | +28.1% | -22.0% | +5.2% |
| 3M | +10.4% | +22.5% | -12.1% | +9.4% |
| 6M | +12.6% | +31.6% | -19.0% | +11.4% |
| YTD | +83.5% | +21.0% | +62.4% | +85.1% |
| 1Y | +99.7% | +49.0% | +50.8% | +108.3% |
| All | +99.7% | +45.3% | +54.4% | +108.3% |
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 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