+2,717.4%
REGN vs PBR
+1,899.4%
+818.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | -5.6% | +5.4% | -11.0% | -6.5% |
| 30D | -2.0% | +22.9% | -24.8% | -5.5% |
| 3M | +28.0% | +19.6% | +8.3% | +23.7% |
| 6M | +1.2% | +16.5% | -15.3% | -2.3% |
| YTD | +1.6% | +86.7% | -85.0% | -9.9% |
| 1Y | +38.2% | +74.7% | -36.5% | +23.8% |
| 3Y | -5.4% | +102.6% | -107.9% | -18.7% |
| 5Y | +21.3% | +566.6% | -545.3% | -19.6% |
| 10Y | +105.2% | +686.1% | -580.9% | +13.4% |
| All | +2,717.4% | +1,899.4% | +818.0% | +847.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling