+959.1%
PLTR vs REGN
-4.3%
+963.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -4.1% | -5.6% | +1.5% | -3.4% |
| 30D | -2.2% | -2.0% | -0.3% | -2.1% |
| 3M | +27.6% | +28.0% | -0.4% | +23.6% |
| 6M | +10.3% | +1.2% | +9.2% | +10.1% |
| YTD | -5.9% | +1.6% | -7.6% | -6.2% |
| 1Y | +1.7% | +38.2% | -36.5% | -4.0% |
| 3Y | +959.1% | -5.4% | +964.4% | +880.7% |
| All | +959.1% | -4.3% | +963.4% | +880.7% |
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