+503.0%
MA vs REGN
+105.3%
+397.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -1.7% | -5.6% | +3.9% | -0.6% |
| 30D | +1.7% | -2.0% | +3.6% | +2.0% |
| 3M | +17.2% | +28.0% | -10.8% | +11.6% |
| 6M | +13.3% | +1.2% | +12.2% | +12.5% |
| YTD | +0.2% | +1.6% | -1.4% | -0.8% |
| 1Y | -2.7% | +38.2% | -41.0% | -9.9% |
| 3Y | +39.1% | -5.4% | +44.4% | +37.2% |
| 5Y | +68.8% | +21.3% | +47.5% | +55.1% |
| All | +503.0% | +105.3% | +397.7% | +372.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling