+75.3%
PEP vs REGN
+105.3%
-30.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | 0.0% |
| 7D | -1.0% | -5.6% | +4.6% | 0.0% |
| 30D | -0.7% | -2.0% | +1.3% | -0.4% |
| 3M | -4.1% | +28.0% | -32.1% | -8.2% |
| 6M | -13.1% | +1.2% | -14.2% | -13.6% |
| YTD | -2.1% | +1.6% | -3.8% | -2.9% |
| 1Y | -1.7% | +38.2% | -39.9% | -7.8% |
| 3Y | -15.1% | -5.4% | -9.7% | -16.2% |
| 5Y | +3.1% | +21.3% | -18.1% | -4.1% |
| All | +75.3% | +105.3% | -30.0% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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