+224.4%
MRK vs REGN
+105.3%
+119.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | -4.3% | -5.6% | +1.3% | -2.8% |
| 30D | +8.3% | -2.0% | +10.2% | +9.0% |
| 3M | +20.0% | +28.0% | -7.9% | +12.6% |
| 6M | +25.7% | +1.2% | +24.5% | +24.8% |
| YTD | +38.7% | +1.6% | +37.1% | +37.5% |
| 1Y | +74.7% | +38.2% | +36.4% | +59.5% |
| 3Y | +45.4% | -5.4% | +50.7% | +43.3% |
| 5Y | +129.0% | +21.3% | +107.8% | +108.4% |
| All | +224.4% | +105.3% | +119.1% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling