+23.4%
REGN vs MRSH
+18.2%
+5.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.6% | -4.8% | -0.8% | -4.2% |
| 30D | -2.0% | -6.3% | +4.4% | -0.1% |
| 3M | +28.0% | +5.8% | +22.1% | +25.4% |
| 6M | +1.2% | +2.8% | -1.6% | -0.3% |
| YTD | +1.6% | -3.1% | +4.8% | +1.8% |
| 1Y | +38.2% | -11.3% | +49.5% | +42.9% |
| 3Y | -5.4% | -5.0% | -0.4% | -5.8% |
| All | +23.4% | +18.2% | +5.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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