+457.4%
MDLZ vs REGN
+2,220.4%
-1,763.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | 0.0% | -1.6% | +1.7% | +0.2% |
| 30D | -1.6% | +3.4% | -5.0% | -1.9% |
| 3M | +0.9% | +32.7% | -31.8% | -1.6% |
| 6M | +7.3% | +6.9% | +0.4% | +6.5% |
| YTD | +16.4% | +5.4% | +11.1% | +15.6% |
| 1Y | +3.0% | +45.8% | -42.9% | -0.8% |
| 3Y | -3.7% | -1.5% | -2.2% | -4.7% |
| 5Y | +15.6% | +22.2% | -6.6% | +11.6% |
| 10Y | +79.0% | +103.6% | -24.6% | +63.4% |
| All | +457.4% | +2,220.4% | -1,763.0% | +275.3% |
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