+3.2%
PEP vs REGN
+23.0%
-19.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -1.4% | -6.0% | +4.6% | -0.5% |
| 30D | -0.2% | -0.4% | +0.1% | -0.2% |
| 3M | -4.3% | +32.0% | -36.3% | -8.1% |
| 6M | -13.2% | +3.0% | -16.2% | -13.9% |
| YTD | -1.9% | +3.2% | -5.1% | -2.8% |
| 1Y | -0.3% | +43.4% | -43.8% | -6.3% |
| 3Y | -13.6% | -3.6% | -10.0% | -15.0% |
| All | +3.2% | +23.0% | -19.8% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling