+42,391.0%
MCHP vs REGN
+6,027.1%
+36,363.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.1% | +3.9% |
| 7D | 0.0% | -5.6% | +5.6% | +1.0% |
| 30D | -6.0% | -2.0% | -4.1% | -5.8% |
| 3M | -19.7% | +28.0% | -47.6% | -23.1% |
| 6M | +14.0% | +1.2% | +12.9% | +13.3% |
| YTD | +18.4% | +1.6% | +16.8% | +17.5% |
| 1Y | +17.1% | +38.2% | -21.1% | +9.9% |
| 3Y | +0.7% | -5.4% | +6.1% | +0.1% |
| 5Y | +5.1% | +21.3% | -16.2% | -0.4% |
| 10Y | +206.3% | +105.2% | +101.1% | +162.6% |
| All | +42,391.0% | +6,027.1% | +36,363.9% | +14,905.2% |
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