+13.4%
PG vs REGN
+21.2%
-7.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -0.8% | -5.6% | +4.8% | 0.0% |
| 30D | +0.8% | -2.0% | +2.8% | +1.1% |
| 3M | -1.3% | +28.0% | -29.3% | -4.8% |
| 6M | -3.8% | +1.2% | -5.0% | -4.3% |
| YTD | +3.6% | +1.6% | +2.0% | +2.9% |
| 1Y | -5.7% | +38.2% | -44.0% | -10.5% |
| 3Y | +1.6% | -5.4% | +6.9% | +0.9% |
| All | +13.4% | +21.2% | -7.8% | +6.8% |
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 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