+110.7%
MCK vs REGN
-4.3%
+115.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -2.9% | -5.6% | +2.7% | -2.5% |
| 30D | +0.4% | -2.0% | +2.4% | +0.6% |
| 3M | +12.1% | +28.0% | -15.9% | +10.3% |
| 6M | -5.4% | +1.2% | -6.6% | -5.7% |
| YTD | +7.8% | +1.6% | +6.1% | +7.4% |
| 1Y | +22.9% | +38.2% | -15.3% | +20.3% |
| 3Y | +110.7% | -5.4% | +116.1% | +115.6% |
| All | +110.7% | -4.3% | +115.0% | +115.6% |
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