+2,330.4%
MMM vs REGN
+3,605.8%
-1,275.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | -2.6% | -5.2% | +2.6% | -2.2% |
| 30D | -9.3% | +0.1% | -9.4% | -9.3% |
| 3M | +5.6% | +31.2% | -25.6% | +3.7% |
| 6M | +9.5% | +3.6% | +5.9% | +9.0% |
| YTD | +4.1% | +5.0% | -0.9% | +3.6% |
| 1Y | +9.4% | +45.9% | -36.5% | +6.4% |
| 3Y | +101.0% | -1.9% | +102.8% | +99.7% |
| 5Y | +26.1% | +26.2% | -0.1% | +22.9% |
| 10Y | +54.7% | +112.1% | -57.3% | +44.4% |
| All | +2,330.4% | +3,605.8% | -1,275.4% | +1,583.1% |
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 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