+23.4%
REGN vs MTB
+104.1%
-80.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -2.0% | -4.8% | +2.8% | -1.0% |
| 3M | +28.0% | +6.0% | +22.0% | +26.3% |
| 6M | +1.2% | +19.6% | -18.5% | -2.5% |
| YTD | +1.6% | +21.5% | -19.8% | -2.5% |
| 1Y | +38.2% | +24.7% | +13.5% | +31.9% |
| 3Y | -5.4% | +108.6% | -113.9% | -18.0% |
| All | +23.4% | +104.1% | -80.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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