+46.6%
REGN vs MAS
+39.2%
+7.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -2.5% | +2.0% | -4.5% | -3.1% |
| 30D | +21.9% | +19.4% | +2.5% | +16.5% |
| 3M | +17.3% | +9.4% | +7.8% | +14.3% |
| 6M | +25.8% | +15.3% | +10.4% | +20.2% |
| YTD | +17.6% | +31.3% | -13.7% | +7.7% |
| 1Y | +40.5% | +34.9% | +5.7% | +27.7% |
| 3Y | +9.7% | +58.6% | -48.9% | -4.7% |
| All | +46.6% | +39.2% | +7.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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