+25.7%
MRK vs REGN
+1.9%
+23.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | 0.0% |
| 7D | -4.3% | -5.6% | +1.3% | -2.4% |
| 30D | +8.3% | -2.0% | +10.2% | +9.4% |
| 3M | +20.0% | +28.0% | -7.9% | +15.2% |
| 6M | +25.7% | +1.2% | +24.5% | +26.6% |
| All | +25.7% | +1.9% | +23.8% | +26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling