+97.5%
REGN vs MSCI
+634.9%
-537.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -5.6% | -3.2% | -2.4% | -4.8% |
| 30D | -2.0% | -1.1% | -0.8% | -1.8% |
| 3M | +28.0% | -6.3% | +34.3% | +29.5% |
| 6M | +1.2% | +2.1% | -1.0% | -0.3% |
| YTD | +1.6% | -2.3% | +3.9% | +0.9% |
| 1Y | +38.2% | -3.9% | +42.2% | +37.7% |
| 3Y | -5.4% | +7.5% | -12.8% | -10.0% |
| 5Y | +21.3% | -9.8% | +31.0% | +17.6% |
| All | +97.5% | +634.9% | -537.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling