-5.4%
REGN vs MKSI
+190.8%
-196.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | -5.6% | +2.7% | -8.3% | -5.9% |
| 30D | -2.0% | -12.8% | +10.8% | -0.7% |
| 3M | +28.0% | -22.5% | +50.5% | +29.5% |
| 6M | +1.2% | +19.4% | -18.2% | -3.9% |
| YTD | +1.6% | +67.7% | -66.1% | -8.0% |
| 1Y | +38.2% | +131.4% | -93.2% | +18.2% |
| 3Y | -5.4% | +197.3% | -202.7% | -25.3% |
| All | -5.4% | +190.8% | -196.2% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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