+19.9%
MDT vs REGN
+45.3%
-25.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.4% | +10.5% | +7.1% |
| 7D | +10.7% | +14.4% | -3.7% | +6.8% |
| 30D | +19.3% | +28.1% | -8.8% | +11.5% |
| 3M | +22.8% | +22.5% | +0.3% | +15.9% |
| 6M | +36.4% | +31.6% | +4.8% | +24.2% |
| YTD | +12.1% | +21.0% | -9.0% | +4.3% |
| 1Y | +19.9% | +49.0% | -29.0% | +3.5% |
| All | +19.9% | +45.3% | -25.4% | +3.5% |
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