+46.7%
REGN vs PBR
+70.4%
-23.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -2.0% |
| 7D | +4.2% | +8.6% | -4.4% | +5.0% |
| 30D | +7.8% | +12.8% | -5.0% | +9.0% |
| 3M | +31.8% | +14.7% | +17.1% | +33.5% |
| 6M | +5.4% | +25.2% | -19.8% | +5.2% |
| YTD | +7.7% | +77.1% | -69.5% | +8.3% |
| 1Y | +46.7% | +69.6% | -22.9% | +46.8% |
| All | +46.7% | +70.4% | -23.7% | +46.8% |
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