+13,624.1%
MA vs REGN
+6,867.3%
+6,756.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -1.8% | -1.6% | -0.1% | -1.4% |
| 30D | +1.4% | +3.4% | -2.0% | +0.5% |
| 3M | +17.7% | +32.7% | -15.0% | +10.2% |
| 6M | +9.7% | +6.9% | +2.7% | +7.3% |
| YTD | +0.5% | +5.4% | -4.9% | -1.5% |
| 1Y | -2.1% | +45.8% | -47.9% | -11.5% |
| 3Y | +40.1% | -1.5% | +41.6% | +36.0% |
| 5Y | +67.5% | +22.2% | +45.3% | +51.8% |
| 10Y | +505.6% | +103.6% | +402.0% | +361.6% |
| All | +13,624.1% | +6,867.3% | +6,756.9% | +3,367.9% |
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