+23.4%
REGN vs MGY
+88.8%
-65.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | +3.5% | -9.1% | -5.9% |
| 30D | -2.0% | +5.3% | -7.2% | -2.5% |
| 3M | +28.0% | +2.6% | +25.3% | +27.5% |
| 6M | +1.2% | -3.3% | +4.4% | +1.0% |
| YTD | +1.6% | +29.2% | -27.6% | -1.9% |
| 1Y | +38.2% | +18.0% | +20.2% | +34.7% |
| 3Y | -5.4% | +30.0% | -35.4% | -9.5% |
| All | +23.4% | +88.8% | -65.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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