+23.4%
REGN vs MSI
+102.7%
-79.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | -2.0% | -0.8% | -1.2% | -1.8% |
| 3M | +28.0% | +13.9% | +14.0% | +23.7% |
| 6M | +1.2% | +1.3% | -0.2% | +0.6% |
| YTD | +1.6% | +22.3% | -20.7% | -4.3% |
| 1Y | +38.2% | -3.9% | +42.1% | +39.7% |
| 3Y | -5.4% | +69.9% | -75.2% | -22.5% |
| All | +23.4% | +102.7% | -79.3% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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