+218.5%
PWR vs REGN
-4.3%
+222.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.4% |
| 7D | +4.2% | -5.6% | +9.8% | +5.1% |
| 30D | -4.0% | -2.0% | -2.1% | -3.9% |
| 3M | -4.8% | +28.0% | -32.7% | -8.5% |
| 6M | +14.6% | +1.2% | +13.5% | +13.7% |
| YTD | +54.2% | +1.6% | +52.6% | +52.8% |
| 1Y | +67.1% | +38.2% | +28.9% | +59.7% |
| 3Y | +218.5% | -5.4% | +223.8% | +212.0% |
| All | +218.5% | -4.3% | +222.8% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling