+878.4%
MSFT vs REGN
+105.3%
+773.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -0.8% | -5.6% | +4.8% | +0.7% |
| 30D | +0.8% | -2.0% | +2.8% | +1.2% |
| 3M | +27.2% | +28.0% | -0.7% | +19.4% |
| 6M | +22.9% | +1.2% | +21.8% | +21.8% |
| YTD | +3.1% | +1.6% | +1.5% | +1.9% |
| 1Y | -0.3% | +38.2% | -38.5% | -10.0% |
| 3Y | +50.1% | -5.4% | +55.5% | +47.6% |
| 5Y | +74.6% | +21.3% | +53.4% | +55.6% |
| All | +878.4% | +105.3% | +773.1% | +634.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling