+135.3%
PM vs REGN
+21.2%
+114.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +4.7% | -5.6% | +10.3% | +5.2% |
| 30D | +2.6% | -2.0% | +4.6% | +2.8% |
| 3M | +6.6% | +28.0% | -21.4% | +3.9% |
| 6M | +16.5% | +1.2% | +15.3% | +16.0% |
| YTD | +21.2% | +1.6% | +19.5% | +20.6% |
| 1Y | +17.9% | +38.2% | -20.3% | +13.9% |
| 3Y | +129.8% | -5.4% | +135.2% | +131.7% |
| All | +135.3% | +21.2% | +114.1% | +121.9% |
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 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