+49.0%
REGN vs MULL
+444.9%
-395.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.8% | +9.4% | -4.4% |
| 7D | +14.4% | -35.9% | +50.3% | +14.4% |
| 30D | +28.1% | -47.3% | +75.4% | +28.2% |
| 3M | +22.5% | -30.6% | +53.1% | +22.4% |
| 6M | +31.6% | +13.7% | +17.9% | +26.9% |
| YTD | +21.0% | +272.1% | -251.1% | +16.4% |
| 1Y | +49.0% | +475.1% | -426.1% | +48.3% |
| All | +49.0% | +444.9% | -395.9% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling