+82.7%
MET vs REGN
+21.2%
+61.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -0.5% | -5.6% | +5.1% | +0.6% |
| 30D | +0.5% | -2.0% | +2.4% | +0.8% |
| 3M | +11.6% | +28.0% | -16.3% | +6.2% |
| 6M | +40.8% | +1.2% | +39.6% | +39.8% |
| YTD | +25.7% | +1.6% | +24.0% | +24.4% |
| 1Y | +24.4% | +38.2% | -13.9% | +14.7% |
| 3Y | +67.5% | -5.4% | +72.8% | +65.5% |
| All | +82.7% | +21.2% | +61.6% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling