-1.2%
PFE vs REGN
-2.9%
+1.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -4.0% | -6.0% | +1.9% | -2.4% |
| 30D | +3.9% | -0.4% | +4.2% | +4.0% |
| 3M | +9.9% | +32.0% | -22.1% | +1.9% |
| 6M | +5.3% | +3.0% | +2.3% | +4.0% |
| YTD | +16.8% | +3.2% | +13.6% | +15.1% |
| 1Y | +20.4% | +43.4% | -23.0% | +7.8% |
| All | -1.2% | -2.9% | +1.7% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling