+778.2%
PM vs REGN
+4,877.2%
-4,099.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -1.2% | -5.2% | +4.0% | -0.5% |
| 30D | -0.2% | +0.1% | -0.2% | -0.2% |
| 3M | +4.9% | +31.2% | -26.3% | +0.9% |
| 6M | +9.0% | +3.6% | +5.4% | +8.2% |
| YTD | +17.8% | +5.0% | +12.7% | +16.5% |
| 1Y | +16.8% | +45.9% | -29.1% | +10.1% |
| 3Y | +125.4% | -1.9% | +127.3% | +121.9% |
| 5Y | +128.7% | +26.2% | +102.5% | +114.8% |
| 10Y | +211.8% | +112.1% | +99.8% | +164.8% |
| All | +778.2% | +4,877.2% | -4,099.1% | +283.7% |
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 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