+100.4%
REGN vs MOD
+1,465.6%
-1,365.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.6% |
| 7D | -6.0% | -3.9% | -2.0% | -5.8% |
| 30D | -0.4% | -9.6% | +9.3% | +0.1% |
| 3M | +32.0% | -30.6% | +62.6% | +33.8% |
| 6M | +3.0% | -10.9% | +14.0% | +3.0% |
| YTD | +3.2% | +34.3% | -31.1% | +1.1% |
| 1Y | +43.4% | +18.3% | +25.1% | +41.0% |
| 3Y | -3.6% | +281.9% | -285.5% | -11.6% |
| 5Y | +23.1% | +1,486.4% | -1,463.3% | +6.1% |
| All | +100.4% | +1,465.6% | -1,365.2% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling