+362.6%
PSX vs REGN
+21.2%
+341.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +1.7% | -5.6% | +7.3% | +2.4% |
| 30D | +15.6% | -2.0% | +17.6% | +15.9% |
| 3M | +46.5% | +28.0% | +18.5% | +42.2% |
| 6M | +55.0% | +1.2% | +53.9% | +54.5% |
| YTD | +105.3% | +1.6% | +103.6% | +104.3% |
| 1Y | +101.6% | +38.2% | +63.4% | +90.7% |
| 3Y | +134.1% | -5.4% | +139.5% | +128.2% |
| All | +362.6% | +21.2% | +341.4% | +343.6% |
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