+3,166.7%
PG vs REGN
+3,485.7%
-319.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | -0.8% | -5.6% | +4.8% | -0.6% |
| 30D | +0.8% | -2.0% | +2.8% | +0.9% |
| 3M | -1.3% | +28.0% | -29.3% | -2.3% |
| 6M | -3.8% | +1.2% | -5.0% | -3.9% |
| YTD | +3.6% | +1.6% | +2.0% | +3.4% |
| 1Y | -5.7% | +38.2% | -44.0% | -7.1% |
| 3Y | +1.6% | -5.4% | +6.9% | +1.3% |
| 5Y | +14.6% | +21.3% | -6.7% | +13.0% |
| 10Y | +121.2% | +105.2% | +16.0% | +112.8% |
| All | +3,166.7% | +3,485.7% | -319.0% | +2,507.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling