+3,634.3%
REGN vs MRSH
+2,857.3%
+777.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.6% | -4.8% | -0.8% | -3.3% |
| 30D | -2.0% | -6.3% | +4.4% | +1.2% |
| 3M | +28.0% | +5.8% | +22.1% | +24.0% |
| 6M | +1.2% | +2.8% | -1.6% | -1.4% |
| YTD | +1.6% | -3.1% | +4.8% | +1.3% |
| 1Y | +38.2% | -11.3% | +49.5% | +43.3% |
| 3Y | -5.4% | -5.0% | -0.4% | -6.3% |
| 5Y | +21.3% | +19.2% | +2.1% | +5.4% |
| 10Y | +105.2% | +217.4% | -112.2% | +2.3% |
| All | +3,634.3% | +2,857.3% | +777.0% | +594.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling