+0.7%
MCHP vs REGN
-4.3%
+5.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.1% | +4.1% |
| 7D | 0.0% | -5.6% | +5.6% | +1.7% |
| 30D | -6.0% | -2.0% | -4.1% | -5.6% |
| 3M | -19.7% | +28.0% | -47.6% | -26.2% |
| 6M | +14.0% | +1.2% | +12.9% | +13.4% |
| YTD | +18.4% | +1.6% | +16.8% | +17.2% |
| 1Y | +17.1% | +38.2% | -21.1% | +1.4% |
| 3Y | +0.7% | -5.4% | +6.1% | +1.4% |
| All | +0.7% | -4.3% | +5.0% | +1.4% |
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