+5,528.0%
MS vs REGN
+8,473.2%
-2,945.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | +5.1% | +5.7% | -0.6% | +4.1% |
| 30D | +5.7% | +22.8% | -17.1% | +1.8% |
| 3M | -12.2% | +18.7% | -30.9% | -15.0% |
| 6M | -0.5% | +33.1% | -33.6% | -5.8% |
| YTD | +9.8% | +24.3% | -14.4% | +5.0% |
| 1Y | +17.7% | +38.2% | -20.5% | +10.4% |
| 3Y | +176.8% | +21.1% | +155.8% | +161.4% |
| 5Y | +123.7% | +52.8% | +70.9% | +101.2% |
| 10Y | +556.3% | +129.8% | +426.6% | +433.2% |
| All | +5,528.0% | +8,473.2% | -2,945.2% | +1,887.9% |
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 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