+12,036.4%
REGN vs MDY
+2,611.4%
+9,425.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.3% |
| 7D | -5.6% | -1.9% | -3.7% | -3.8% |
| 30D | -2.0% | -4.6% | +2.7% | +2.8% |
| 3M | +28.0% | -1.2% | +29.2% | +29.1% |
| 6M | +1.2% | +9.2% | -8.1% | -8.0% |
| YTD | +1.6% | +13.1% | -11.4% | -11.0% |
| 1Y | +38.2% | +13.0% | +25.2% | +20.6% |
| 3Y | -5.4% | +49.2% | -54.6% | -40.0% |
| 5Y | +21.3% | +47.2% | -26.0% | -26.5% |
| 10Y | +105.2% | +176.0% | -70.8% | -49.2% |
| All | +12,036.4% | +2,611.4% | +9,425.0% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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