+27.5%
MCK vs REGN
+43.8%
-16.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | +9.3% | +10.3% | -1.0% | +7.4% |
| 30D | +16.3% | +22.2% | -5.9% | +12.7% |
| 3M | +22.3% | +17.6% | +4.7% | +19.3% |
| 6M | +34.1% | +28.9% | +5.2% | +28.3% |
| YTD | +31.1% | +17.4% | +13.6% | +27.2% |
| 1Y | +27.5% | +40.9% | -13.4% | +14.5% |
| All | +27.5% | +43.8% | -16.3% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling