+67.1%
PWR vs REGN
+41.3%
+25.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.4% |
| 7D | +4.2% | -5.6% | +9.8% | +5.3% |
| 30D | -4.0% | -2.0% | -2.1% | -3.9% |
| 3M | -4.8% | +28.0% | -32.7% | -9.8% |
| 6M | +14.6% | +1.2% | +13.5% | +12.6% |
| YTD | +54.2% | +1.6% | +52.6% | +51.4% |
| 1Y | +67.1% | +38.2% | +28.9% | +64.3% |
| All | +67.1% | +41.3% | +25.8% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling