+4.7%
MDT vs REGN
+46.5%
-41.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +3.2% | +4.2% | -1.0% | +2.2% |
| 30D | +9.5% | +7.8% | +1.7% | +7.7% |
| 3M | +16.0% | +31.8% | -15.8% | +9.1% |
| 6M | +0.2% | +5.4% | -5.2% | -2.7% |
| YTD | -0.3% | +7.7% | -7.9% | -3.4% |
| 1Y | +4.7% | +46.7% | -42.0% | -0.5% |
| All | +4.7% | +46.5% | -41.8% | -0.5% |
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