+45.3%
MO vs REGN
+45.3%
0.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +1.5% |
| 7D | +6.9% | +14.4% | -7.6% | +6.4% |
| 30D | +14.9% | +28.1% | -13.2% | +14.5% |
| 3M | +16.4% | +22.5% | -6.1% | +15.9% |
| 6M | +9.6% | +31.6% | -22.0% | +8.5% |
| YTD | +41.8% | +21.0% | +20.8% | +40.0% |
| 1Y | +45.3% | +49.0% | -3.6% | +40.0% |
| All | +45.3% | +45.3% | 0.0% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling