+2,441.5%
MAR vs REGN
+10,149.5%
-7,708.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.5% |
| 7D | -2.1% | -6.0% | +3.9% | -1.4% |
| 30D | -5.7% | -0.4% | -5.3% | -5.7% |
| 3M | -14.6% | +32.0% | -46.6% | -17.5% |
| 6M | +1.3% | +3.0% | -1.7% | +0.7% |
| YTD | +6.7% | +3.2% | +3.5% | +5.9% |
| 1Y | +26.4% | +43.4% | -17.0% | +20.4% |
| 3Y | +64.7% | -3.6% | +68.3% | +63.0% |
| 5Y | +153.1% | +23.1% | +130.0% | +141.1% |
| 10Y | +437.9% | +108.3% | +329.6% | +365.0% |
| All | +2,441.5% | +10,149.5% | -7,708.1% | +1,144.7% |
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