+1,248.1%
MU vs REGN
+23.0%
+1,225.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.4% |
| 7D | +2.0% | -6.0% | +8.0% | +3.6% |
| 30D | +12.5% | -0.4% | +12.9% | +12.5% |
| 3M | +9.6% | +32.0% | -22.4% | +1.1% |
| 6M | +142.6% | +3.0% | +139.6% | +139.8% |
| YTD | +242.7% | +3.2% | +239.5% | +238.7% |
| 1Y | +599.3% | +43.4% | +555.8% | +521.7% |
| 3Y | +1,308.3% | -3.6% | +1,311.9% | +1,279.2% |
| All | +1,248.1% | +23.0% | +1,225.1% | +1,063.7% |
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 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