+62,816.7%
MU vs REGN
+3,618.0%
+59,198.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | +7.2% | -1.6% | +8.8% | +7.5% |
| 30D | +14.0% | +3.4% | +10.6% | +13.1% |
| 3M | +5.4% | +32.7% | -27.3% | -0.4% |
| 6M | +170.3% | +6.9% | +163.4% | +165.2% |
| YTD | +250.7% | +5.4% | +245.3% | +245.2% |
| 1Y | +662.1% | +45.8% | +616.3% | +602.4% |
| 3Y | +1,341.2% | -1.5% | +1,342.7% | +1,315.2% |
| 5Y | +1,319.3% | +22.2% | +1,297.1% | +1,225.3% |
| 10Y | +5,778.3% | +103.6% | +5,674.7% | +4,804.7% |
| All | +62,816.7% | +3,618.0% | +59,198.7% | +19,841.7% |
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 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