-2.2%
MA vs REGN
+46.5%
-48.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | -2.7% | +4.2% | -6.9% | -3.0% |
| 30D | +1.5% | +7.8% | -6.3% | +1.0% |
| 3M | +20.4% | +31.8% | -11.4% | +18.3% |
| 6M | +11.1% | +5.4% | +5.8% | +10.2% |
| YTD | +2.0% | +7.7% | -5.7% | +0.9% |
| 1Y | -2.2% | +46.7% | -48.8% | -5.8% |
| All | -2.2% | +46.5% | -48.6% | -5.8% |
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