+50.1%
MSFT vs REGN
-4.3%
+54.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -0.8% | -5.6% | +4.8% | 0.0% |
| 30D | +0.8% | -2.0% | +2.8% | +1.0% |
| 3M | +27.2% | +28.0% | -0.7% | +23.6% |
| 6M | +22.9% | +1.2% | +21.8% | +22.1% |
| YTD | +3.1% | +1.6% | +1.5% | +2.3% |
| 1Y | -0.3% | +38.2% | -38.5% | -5.4% |
| 3Y | +50.1% | -5.4% | +55.5% | +57.9% |
| All | +50.1% | -4.3% | +54.4% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling