+38.2%
REGN vs PBF
+184.8%
-146.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.4% |
| 7D | -5.6% | +5.3% | -10.9% | -5.4% |
| 30D | -2.0% | +11.7% | -13.7% | -1.6% |
| 3M | +28.0% | +91.1% | -63.1% | +32.6% |
| 6M | +1.2% | +88.4% | -87.3% | +4.8% |
| YTD | +1.6% | +194.1% | -192.4% | +7.7% |
| 1Y | +38.2% | +180.4% | -142.2% | +46.6% |
| All | +38.2% | +184.8% | -146.5% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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