+6,288.2%
MS vs REGN
+7,326.9%
-1,038.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.6% |
| 7D | +1.4% | +4.2% | -2.8% | +0.6% |
| 30D | -0.3% | +7.8% | -8.1% | -1.6% |
| 3M | +0.3% | +31.8% | -31.5% | -4.5% |
| 6M | +31.3% | +5.4% | +26.0% | +29.7% |
| YTD | +24.7% | +7.7% | +17.0% | +22.5% |
| 1Y | +47.9% | +46.7% | +1.2% | +37.3% |
| 3Y | +178.3% | +0.5% | +177.9% | +172.1% |
| 5Y | +144.9% | +22.9% | +121.9% | +128.9% |
| 10Y | +804.5% | +115.0% | +689.5% | +645.0% |
| All | +6,288.2% | +7,326.9% | -1,038.7% | +2,219.2% |
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