+4,304.7%
REGN vs MSCI
+2,648.6%
+1,656.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.9% |
| 7D | -1.6% | -2.1% | +0.4% | -1.0% |
| 30D | +3.4% | -1.7% | +5.2% | +3.9% |
| 3M | +32.7% | -8.2% | +40.9% | +35.5% |
| 6M | +6.9% | -2.4% | +9.4% | +6.6% |
| YTD | +5.4% | -2.8% | +8.2% | +4.6% |
| 1Y | +45.8% | -2.7% | +48.5% | +44.6% |
| 3Y | -1.5% | +7.3% | -8.8% | -7.5% |
| 5Y | +22.2% | -11.4% | +33.7% | +18.5% |
| 10Y | +103.6% | +605.8% | -502.3% | -8.9% |
| All | +4,304.7% | +2,648.6% | +1,656.1% | +1,081.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling