+433.8%
MAR vs REGN
+105.3%
+328.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -0.5% | -5.6% | +5.0% | +0.1% |
| 30D | -5.4% | -2.0% | -3.5% | -5.3% |
| 3M | -15.5% | +28.0% | -43.5% | -17.8% |
| 6M | +3.0% | +1.2% | +1.8% | +2.6% |
| YTD | +8.5% | +1.6% | +6.9% | +7.9% |
| 1Y | +26.0% | +38.2% | -12.3% | +21.2% |
| 3Y | +68.6% | -5.4% | +74.0% | +67.0% |
| 5Y | +157.4% | +21.3% | +136.1% | +148.1% |
| All | +433.8% | +105.3% | +328.6% | +364.0% |
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