+23.4%
REGN vs MCO
+28.6%
-5.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -5.6% | -3.8% | -1.8% | -4.6% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | +28.0% | +7.7% | +20.2% | +25.0% |
| 6M | +1.2% | +7.0% | -5.8% | -1.3% |
| YTD | +1.6% | -6.4% | +8.0% | +2.7% |
| 1Y | +38.2% | -7.6% | +45.9% | +40.0% |
| 3Y | -5.4% | +43.2% | -48.6% | -17.0% |
| All | +23.4% | +28.6% | -5.3% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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