+282.2%
MSTR vs REGN
-4.3%
+286.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | -8.3% | -5.6% | -2.7% | -7.2% |
| 30D | +38.1% | -2.0% | +40.1% | +38.6% |
| 3M | +9.0% | +28.0% | -18.9% | +3.4% |
| 6M | -5.3% | +1.2% | -6.5% | -5.8% |
| YTD | -13.8% | +1.6% | -15.4% | -14.2% |
| 1Y | -59.8% | +38.2% | -98.1% | -61.9% |
| 3Y | +282.2% | -5.4% | +287.6% | +279.7% |
| All | +282.2% | -4.3% | +286.5% | +279.7% |
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