+46.8%
PYPL vs REGN
+58.4%
-11.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.7% |
| 7D | -5.9% | -6.0% | 0.0% | -4.3% |
| 30D | -9.4% | -0.4% | -9.1% | -9.3% |
| 3M | +31.3% | +32.0% | -0.7% | +21.2% |
| 6M | +19.1% | +3.0% | +16.1% | +17.4% |
| YTD | -7.9% | +3.2% | -11.0% | -9.5% |
| 1Y | -17.9% | +43.4% | -61.3% | -27.3% |
| 3Y | -11.6% | -3.6% | -8.0% | -14.0% |
| 5Y | -81.0% | +23.1% | -104.1% | -83.4% |
| 10Y | +41.8% | +108.3% | -66.5% | +0.7% |
| All | +46.8% | +58.4% | -11.6% | +8.2% |
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