+265.1%
MU vs REGN
+45.3%
+219.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.4% | -2.6% | -7.1% |
| 7D | -19.1% | +14.4% | -33.6% | -18.6% |
| 30D | -25.2% | +28.1% | -53.4% | -25.4% |
| 3M | -10.9% | +22.5% | -33.4% | -10.8% |
| 6M | +38.0% | +31.6% | +6.4% | +41.1% |
| YTD | +178.8% | +21.0% | +157.8% | +192.0% |
| 1Y | +265.1% | +49.0% | +216.2% | +330.8% |
| All | +265.1% | +45.3% | +219.8% | +330.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling