+108.8%
MSTR vs REGN
+23.2%
+85.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.5% |
| 7D | -11.2% | -6.0% | -5.3% | -9.1% |
| 30D | +33.8% | -0.4% | +34.1% | +33.9% |
| 3M | +11.5% | +32.0% | -20.5% | 0.0% |
| 6M | -7.2% | +3.0% | -10.2% | -8.6% |
| YTD | -15.4% | +3.2% | -18.6% | -16.7% |
| 1Y | -60.6% | +43.4% | -104.1% | -66.2% |
| 3Y | +260.8% | -3.6% | +264.4% | +257.0% |
| 5Y | +108.8% | +23.1% | +85.7% | +60.0% |
| All | +108.8% | +23.2% | +85.7% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling