-0.8%
MSFT vs REGN
+46.5%
-47.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.8% |
| 7D | -2.7% | +4.2% | -6.9% | -3.2% |
| 30D | +2.7% | +7.8% | -5.1% | +1.8% |
| 3M | +17.0% | +31.8% | -14.8% | +14.5% |
| 6M | +23.8% | +5.4% | +18.4% | +21.4% |
| YTD | +4.0% | +7.7% | -3.7% | +1.9% |
| 1Y | -0.8% | +46.7% | -47.5% | -4.2% |
| All | -0.8% | +46.5% | -47.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling