-19.0%
PFE vs REGN
+21.2%
-40.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | -2.6% | -5.6% | +3.0% | -1.1% |
| 30D | +5.4% | -2.0% | +7.3% | +5.9% |
| 3M | +7.8% | +28.0% | -20.2% | +1.0% |
| 6M | +5.0% | +1.2% | +3.9% | +4.3% |
| YTD | +17.1% | +1.6% | +15.4% | +15.9% |
| 1Y | +19.3% | +38.2% | -18.9% | +8.6% |
| 3Y | -0.9% | -5.4% | +4.4% | -3.1% |
| All | -19.0% | +21.2% | -40.1% | -27.3% |
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