+49.0%
REGN vs MOD
-33.0%
+81.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -21.4% | +17.0% | -3.7% |
| 7D | +14.4% | -31.3% | +45.8% | +15.6% |
| 30D | +28.1% | -46.1% | +74.2% | +30.6% |
| 3M | +22.5% | -51.1% | +73.6% | +25.4% |
| 6M | +31.6% | -62.1% | +93.6% | +35.4% |
| YTD | +21.0% | -26.2% | +47.2% | +24.7% |
| 1Y | +49.0% | -32.6% | +81.5% | +56.1% |
| All | +49.0% | -33.0% | +81.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling