+38.2%
REGN vs MOD
-6.2%
+44.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.4% | -0.7% |
| 7D | +5.7% | +40.4% | -34.8% | +3.9% |
| 30D | +22.8% | -14.0% | +36.8% | +22.8% |
| 3M | +18.7% | -33.3% | +52.0% | +20.2% |
| 6M | +33.1% | -51.4% | +84.5% | +36.3% |
| YTD | +24.3% | +1.6% | +22.7% | +24.8% |
| 1Y | +38.2% | +5.4% | +32.8% | +37.9% |
| All | +38.2% | -6.2% | +44.3% | +37.9% |
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