+4,137.4%
MDT vs REGN
+3,485.7%
+651.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -3.4% | -5.6% | +2.2% | -2.9% |
| 30D | +0.2% | -2.0% | +2.2% | +0.4% |
| 3M | +14.3% | +28.0% | -13.7% | +11.8% |
| 6M | +4.0% | +1.2% | +2.9% | +3.8% |
| YTD | -3.7% | +1.6% | -5.3% | -4.0% |
| 1Y | -0.4% | +38.2% | -38.6% | -3.4% |
| 3Y | +23.3% | -5.4% | +28.7% | +22.7% |
| 5Y | -18.9% | +21.3% | -40.1% | -21.3% |
| 10Y | +39.2% | +105.2% | -66.1% | +27.5% |
| All | +4,137.4% | +3,485.7% | +651.6% | +2,272.8% |
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