+5,731.6%
MU vs REGN
+105.3%
+5,626.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -4.1% | -5.6% | +1.5% | -2.2% |
| 30D | +7.0% | -2.0% | +9.0% | +7.6% |
| 3M | -2.1% | +28.0% | -30.0% | -10.5% |
| 6M | +133.1% | +1.2% | +131.9% | +129.9% |
| YTD | +241.9% | +1.6% | +240.3% | +236.9% |
| 1Y | +548.8% | +38.2% | +510.5% | +468.0% |
| 3Y | +1,308.2% | -5.4% | +1,313.6% | +1,276.6% |
| 5Y | +1,260.7% | +21.3% | +1,239.4% | +1,080.4% |
| All | +5,731.6% | +105.3% | +5,626.4% | +3,950.7% |
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 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