+26.2%
REGN vs MOD
+1,517.1%
-1,490.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | -5.2% | +3.6% | -8.8% | -5.4% |
| 30D | +0.1% | -2.6% | +2.7% | +0.1% |
| 3M | +31.2% | -33.1% | +64.4% | +33.8% |
| 6M | +3.6% | -7.5% | +11.1% | +3.2% |
| YTD | +5.0% | +39.3% | -34.3% | +2.1% |
| 1Y | +45.9% | +34.3% | +11.6% | +41.6% |
| 3Y | -1.9% | +296.2% | -298.0% | -13.3% |
| 5Y | +26.2% | +1,504.6% | -1,478.4% | +0.5% |
| All | +26.2% | +1,517.1% | -1,490.9% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling