+59.6%
TXN vs REGN
+21.2%
+38.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +4.2% |
| 7D | +4.0% | -5.6% | +9.6% | +5.4% |
| 30D | -2.9% | -2.0% | -0.9% | -2.5% |
| 3M | -9.1% | +28.0% | -37.0% | -15.1% |
| 6M | +36.6% | +1.2% | +35.5% | +35.7% |
| YTD | +57.5% | +1.6% | +55.8% | +55.9% |
| 1Y | +49.5% | +38.2% | +11.3% | +35.0% |
| 3Y | +76.5% | -5.4% | +81.9% | +73.4% |
| All | +59.6% | +21.2% | +38.4% | +43.4% |
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 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