+19,447.0%
TXN vs REGN
+3,485.7%
+15,961.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +4.0% |
| 7D | +4.0% | -5.6% | +9.6% | +4.8% |
| 30D | -2.9% | -2.0% | -0.9% | -2.7% |
| 3M | -9.1% | +28.0% | -37.0% | -12.5% |
| 6M | +36.6% | +1.2% | +35.5% | +35.9% |
| YTD | +57.5% | +1.6% | +55.8% | +56.4% |
| 1Y | +49.5% | +38.2% | +11.3% | +41.5% |
| 3Y | +76.5% | -5.4% | +81.9% | +75.2% |
| 5Y | +62.4% | +21.3% | +41.1% | +54.4% |
| 10Y | +429.7% | +105.2% | +324.5% | +359.6% |
| All | +19,447.0% | +3,485.7% | +15,961.2% | +7,187.1% |
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