+23.3%
MDT vs REGN
-4.3%
+27.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -3.4% | -5.6% | +2.2% | -2.3% |
| 30D | +0.2% | -2.0% | +2.2% | +0.6% |
| 3M | +14.3% | +28.0% | -13.7% | +9.0% |
| 6M | +4.0% | +1.2% | +2.9% | +3.0% |
| YTD | -3.7% | +1.6% | -5.3% | -4.8% |
| 1Y | -0.4% | +38.2% | -38.6% | -6.5% |
| 3Y | +23.3% | -5.4% | +28.7% | +18.1% |
| All | +23.3% | -4.3% | +27.6% | +18.1% |
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