+23.4%
REGN vs M
+28.6%
-5.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -2.3% |
| 7D | -5.6% | -4.2% | -1.4% | -5.2% |
| 30D | -2.0% | -7.2% | +5.2% | -1.3% |
| 3M | +28.0% | -11.1% | +39.1% | +29.3% |
| 6M | +1.2% | +28.8% | -27.6% | -1.9% |
| YTD | +1.6% | +2.0% | -0.4% | +0.8% |
| 1Y | +38.2% | +31.3% | +7.0% | +33.5% |
| 3Y | -5.4% | +119.1% | -124.4% | -14.9% |
| All | +23.4% | +28.6% | -5.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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