+1,128.3%
PSX vs REGN
+549.9%
+578.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +1.5% | -6.0% | +7.5% | +2.5% |
| 30D | +15.8% | -0.4% | +16.2% | +15.8% |
| 3M | +43.0% | +32.0% | +11.0% | +36.4% |
| 6M | +61.1% | +3.0% | +58.1% | +59.4% |
| YTD | +104.5% | +3.2% | +101.4% | +102.1% |
| 1Y | +102.5% | +43.4% | +59.1% | +87.9% |
| 3Y | +133.5% | -3.6% | +137.1% | +129.2% |
| 5Y | +367.0% | +23.1% | +343.9% | +333.6% |
| 10Y | +382.3% | +108.3% | +274.0% | +284.5% |
| All | +1,128.3% | +549.9% | +578.4% | +686.0% |
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