+97.5%
REGN vs PBR
+697.0%
-599.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.4% |
| 7D | -5.6% | +5.4% | -11.0% | -6.0% |
| 30D | -2.0% | +22.9% | -24.8% | -3.6% |
| 3M | +28.0% | +19.6% | +8.3% | +25.9% |
| 6M | +1.2% | +16.5% | -15.3% | -0.5% |
| YTD | +1.6% | +86.7% | -85.0% | -4.3% |
| 1Y | +38.2% | +74.7% | -36.5% | +30.8% |
| 3Y | -5.4% | +102.6% | -107.9% | -12.2% |
| 5Y | +21.3% | +566.6% | -545.3% | -1.0% |
| All | +97.5% | +697.0% | -599.5% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling