+3,634.3%
REGN vs PEG
+2,835.0%
+799.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -5.6% | -0.9% | -4.7% | -5.3% |
| 30D | -2.0% | -3.7% | +1.8% | -0.7% |
| 3M | +28.0% | -7.3% | +35.2% | +31.1% |
| 6M | +1.2% | -10.5% | +11.6% | +4.8% |
| YTD | +1.6% | -7.5% | +9.1% | +3.9% |
| 1Y | +38.2% | -8.7% | +47.0% | +41.6% |
| 3Y | -5.4% | +31.4% | -36.7% | -16.1% |
| 5Y | +21.3% | +37.8% | -16.5% | +4.5% |
| 10Y | +105.2% | +148.0% | -42.8% | +36.0% |
| All | +3,634.3% | +2,835.0% | +799.2% | +908.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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