+3.0%
REGN vs PBF
+99.3%
-96.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -6.0% | +2.3% | -8.3% | -5.9% |
| 30D | -0.4% | +11.6% | -11.9% | +0.1% |
| 3M | +32.0% | +81.7% | -49.7% | +39.6% |
| 6M | +3.0% | +96.4% | -93.4% | +11.2% |
| All | +3.0% | +99.3% | -96.3% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling