+8,739.9%
MO vs REGN
+3,485.7%
+5,254.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +0.1% | -5.6% | +5.7% | +0.4% |
| 30D | +7.1% | -2.0% | +9.1% | +7.2% |
| 3M | -2.0% | +28.0% | -29.9% | -3.0% |
| 6M | +7.3% | +1.2% | +6.2% | +7.1% |
| YTD | +23.5% | +1.6% | +21.8% | +23.2% |
| 1Y | +11.0% | +38.2% | -27.2% | +9.2% |
| 3Y | +95.0% | -5.4% | +100.4% | +94.2% |
| 5Y | +100.6% | +21.3% | +79.4% | +97.0% |
| 10Y | +114.5% | +105.2% | +9.3% | +104.3% |
| All | +8,739.9% | +3,485.7% | +5,254.2% | +6,543.6% |
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