+40.1%
PYPL vs REGN
+105.3%
-65.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -2.3% | -5.6% | +3.3% | -0.7% |
| 30D | -9.0% | -2.0% | -7.1% | -8.5% |
| 3M | +30.6% | +28.0% | +2.6% | +21.7% |
| 6M | +18.6% | +1.2% | +17.4% | +17.5% |
| YTD | -7.2% | +1.6% | -8.8% | -8.4% |
| 1Y | -19.3% | +38.2% | -57.5% | -27.7% |
| 3Y | -12.3% | -5.4% | -6.9% | -14.2% |
| 5Y | -80.9% | +21.3% | -102.2% | -83.3% |
| All | +40.1% | +105.3% | -65.2% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling