+340.6%
REGN vs PBF
+325.4%
+15.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -5.6% | +5.3% | -10.9% | -5.8% |
| 30D | -2.0% | +11.7% | -13.7% | -2.6% |
| 3M | +28.0% | +91.1% | -63.1% | +23.5% |
| 6M | +1.2% | +88.4% | -87.3% | -2.7% |
| YTD | +1.6% | +194.1% | -192.4% | -4.9% |
| 1Y | +38.2% | +180.4% | -142.2% | +29.2% |
| 3Y | -5.4% | +59.3% | -64.7% | -10.2% |
| 5Y | +21.3% | +816.3% | -795.0% | +0.6% |
| 10Y | +105.2% | +373.1% | -267.8% | +60.1% |
| All | +340.6% | +325.4% | +15.2% | +229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling