+659.5%
MSTR vs REGN
+105.3%
+554.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | -8.3% | -5.6% | -2.7% | -6.9% |
| 30D | +38.1% | -2.0% | +40.1% | +38.8% |
| 3M | +9.0% | +28.0% | -18.9% | +2.1% |
| 6M | -5.3% | +1.2% | -6.5% | -5.9% |
| YTD | -13.8% | +1.6% | -15.4% | -14.4% |
| 1Y | -59.8% | +38.2% | -98.1% | -63.2% |
| 3Y | +282.2% | -5.4% | +287.6% | +278.0% |
| 5Y | +112.8% | +21.3% | +91.5% | +95.2% |
| All | +659.5% | +105.3% | +554.2% | +518.0% |
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