+3,576.2%
REGN vs M
+383.6%
+3,192.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | -1.6% | +2.4% | -4.0% | -2.1% |
| 30D | +3.4% | -11.6% | +15.0% | +6.0% |
| 3M | +32.7% | +1.6% | +31.1% | +31.7% |
| 6M | +6.9% | +25.2% | -18.3% | +1.4% |
| YTD | +5.4% | +3.8% | +1.6% | +3.4% |
| 1Y | +45.8% | +36.3% | +9.5% | +35.0% |
| 3Y | -1.5% | +116.3% | -117.9% | -21.3% |
| 5Y | +22.2% | +28.2% | -5.9% | +0.5% |
| 10Y | +103.6% | -3.4% | +106.9% | +45.9% |
| All | +3,576.2% | +383.6% | +3,192.6% | +975.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling