+49.0%
REGN vs PBR
+74.7%
-25.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.0% | +2.6% | -4.8% |
| 7D | +14.4% | -11.0% | +25.4% | +13.6% |
| 30D | +28.1% | -18.8% | +46.9% | +26.6% |
| 3M | +22.5% | +7.8% | +14.7% | +23.9% |
| 6M | +31.6% | -7.6% | +39.2% | +31.6% |
| YTD | +21.0% | +72.7% | -51.6% | +21.7% |
| 1Y | +49.0% | +72.9% | -24.0% | +50.3% |
| All | +49.0% | +74.7% | -25.8% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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