+1,198.5%
MET vs REGN
+3,668.2%
-2,469.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | -2.5% | -6.0% | +3.5% | -1.4% |
| 30D | 0.0% | -0.4% | +0.3% | 0.0% |
| 3M | +13.1% | +32.0% | -18.9% | +7.5% |
| 6M | +39.0% | +3.0% | +36.0% | +37.7% |
| YTD | +25.2% | +3.2% | +22.0% | +23.8% |
| 1Y | +25.6% | +43.4% | -17.8% | +16.7% |
| 3Y | +67.1% | -3.6% | +70.7% | +64.4% |
| 5Y | +85.1% | +23.1% | +62.0% | +72.6% |
| 10Y | +245.5% | +108.3% | +137.2% | +183.5% |
| All | +1,198.5% | +3,668.2% | -2,469.7% | +447.2% |
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