-0.5%
MS vs REGN
+32.8%
-33.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.8% |
| 7D | +5.1% | +5.7% | -0.6% | +5.0% |
| 30D | +5.7% | +22.8% | -17.1% | +5.5% |
| 3M | -12.2% | +18.7% | -30.9% | -12.1% |
| 6M | -0.5% | +33.1% | -33.6% | +0.9% |
| All | -0.5% | +32.8% | -33.3% | +0.9% |
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