+18.7%
REGN vs MOD
-32.3%
+51.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.4% | -0.3% |
| 7D | +5.7% | +40.4% | -34.8% | +4.5% |
| 30D | +22.8% | -14.0% | +36.8% | +20.4% |
| 3M | +18.7% | -33.3% | +52.0% | +17.9% |
| All | +18.7% | -32.3% | +51.0% | +17.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling