+19.0%
MARA vs REGN
-4.3%
+23.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.3% |
| 7D | +5.9% | -5.6% | +11.5% | +7.8% |
| 30D | +24.3% | -2.0% | +26.2% | +24.8% |
| 3M | -12.0% | +28.0% | -39.9% | -19.2% |
| 6M | +40.1% | +1.2% | +39.0% | +39.0% |
| YTD | +33.4% | +1.6% | +31.8% | +32.4% |
| 1Y | -23.7% | +38.2% | -62.0% | -32.6% |
| 3Y | +19.0% | -5.4% | +24.3% | +32.5% |
| All | +19.0% | -4.3% | +23.3% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling