+1,192.5%
MSTR vs REGN
+8,863.9%
-7,671.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.9% |
| 7D | +9.3% | -1.6% | +11.0% | +9.7% |
| 30D | +36.5% | +3.4% | +33.1% | +35.3% |
| 3M | +7.3% | +32.7% | -25.4% | -0.3% |
| 6M | +2.2% | +6.9% | -4.7% | +0.2% |
| YTD | -10.2% | +5.4% | -15.5% | -11.6% |
| 1Y | -58.6% | +45.8% | -104.5% | -62.8% |
| 3Y | +283.2% | -1.5% | +284.7% | +272.3% |
| 5Y | +113.8% | +22.2% | +91.5% | +96.9% |
| 10Y | +690.7% | +103.6% | +587.2% | +502.2% |
| All | +1,192.5% | +8,863.9% | -7,671.4% | +87.9% |
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 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