+97.5%
REGN vs PH
+820.2%
-722.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.8% |
| 7D | -5.6% | -1.3% | -4.3% | -5.3% |
| 30D | -2.0% | -11.0% | +9.0% | +0.4% |
| 3M | +28.0% | +5.5% | +22.4% | +26.1% |
| 6M | +1.2% | +1.5% | -0.3% | +0.4% |
| YTD | +1.6% | +8.8% | -7.1% | -0.7% |
| 1Y | +38.2% | +24.5% | +13.8% | +31.0% |
| 3Y | -5.4% | +141.2% | -146.5% | -23.4% |
| 5Y | +21.3% | +256.3% | -235.0% | -10.9% |
| All | +97.5% | +820.2% | -722.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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