+67.6%
MA vs REGN
+23.2%
+44.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -3.5% | -6.0% | +2.5% | -2.5% |
| 30D | +0.7% | -0.4% | +1.1% | +0.7% |
| 3M | +15.8% | +32.0% | -16.2% | +10.8% |
| 6M | +10.2% | +3.0% | +7.2% | +9.3% |
| YTD | -0.5% | +3.2% | -3.6% | -1.5% |
| 1Y | -1.8% | +43.4% | -45.3% | -8.6% |
| 3Y | +38.7% | -3.6% | +42.3% | +37.4% |
| 5Y | +67.6% | +23.1% | +44.5% | +55.1% |
| All | +67.6% | +23.2% | +44.4% | +55.1% |
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 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