+4,896.0%
REGN vs MOH
+1,358.8%
+3,537.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.9% |
| 7D | -5.6% | +1.7% | -7.3% | -6.0% |
| 30D | -2.0% | -0.9% | -1.1% | -1.9% |
| 3M | +28.0% | +5.7% | +22.2% | +25.6% |
| 6M | +1.2% | +39.1% | -38.0% | -7.7% |
| YTD | +1.6% | +17.7% | -16.0% | -5.3% |
| 1Y | +38.2% | +8.4% | +29.9% | +30.3% |
| 3Y | -5.4% | -36.6% | +31.2% | -2.8% |
| 5Y | +21.3% | -19.1% | +40.4% | +15.5% |
| 10Y | +105.2% | +262.8% | -157.6% | +19.2% |
| All | +4,896.0% | +1,358.8% | +3,537.2% | +1,354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 all: compounded portfolio wealth divided by compounded MOH 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…
all analysis · Full analysis span regression · 6 months rolling