+96.0%
MMM vs REGN
-2.9%
+98.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.6% |
| 7D | -3.2% | -6.0% | +2.7% | -2.2% |
| 30D | -10.7% | -0.4% | -10.3% | -10.7% |
| 3M | +4.3% | +32.0% | -27.7% | -1.1% |
| 6M | +5.9% | +3.0% | +2.9% | +5.1% |
| YTD | +3.2% | +3.2% | 0.0% | +2.1% |
| 1Y | +8.0% | +43.4% | -35.4% | -1.0% |
| All | +96.0% | -2.9% | +98.9% | +86.2% |
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 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