+9,736.2%
REGN vs MKTX
+1,442.6%
+8,293.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -0.2% | -5.4% | -5.5% |
| 30D | -2.0% | +0.7% | -2.7% | -2.1% |
| 3M | +28.0% | +40.8% | -12.8% | +16.1% |
| 6M | +1.2% | -8.0% | +9.1% | +2.0% |
| YTD | +1.6% | -8.7% | +10.4% | +2.4% |
| 1Y | +38.2% | -11.8% | +50.1% | +40.0% |
| 3Y | -5.4% | -24.0% | +18.7% | -3.8% |
| 5Y | +21.3% | -60.3% | +81.6% | +42.6% |
| 10Y | +105.2% | +5.0% | +100.2% | +70.2% |
| All | +9,736.2% | +1,442.6% | +8,293.6% | +2,741.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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