-5.4%
REGN vs MKC
-31.4%
+26.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | -1.5% | -4.1% | -5.3% |
| 30D | -2.0% | -3.1% | +1.2% | -1.4% |
| 3M | +28.0% | +5.2% | +22.8% | +26.4% |
| 6M | +1.2% | -12.8% | +14.0% | +4.2% |
| YTD | +1.6% | -23.3% | +24.9% | +7.8% |
| 1Y | +38.2% | -24.1% | +62.4% | +46.7% |
| 3Y | -5.4% | -32.1% | +26.7% | +1.5% |
| All | -5.4% | -31.4% | +26.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling