+51,852.9%
MSFT vs REGN
+3,605.8%
+48,247.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -1.0% | -5.2% | +4.2% | -0.5% |
| 30D | -2.7% | +0.1% | -2.7% | -2.7% |
| 3M | +22.1% | +31.2% | -9.1% | +18.7% |
| 6M | +20.6% | +3.6% | +17.0% | +19.9% |
| YTD | +2.3% | +5.0% | -2.7% | +1.5% |
| 1Y | -0.5% | +45.9% | -46.4% | -4.9% |
| 3Y | +50.5% | -1.9% | +52.4% | +48.9% |
| 5Y | +72.3% | +26.2% | +46.2% | +65.2% |
| 10Y | +885.0% | +112.1% | +772.9% | +786.6% |
| All | +51,852.9% | +3,605.8% | +48,247.1% | +24,846.3% |
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