+3,759.3%
REGN vs PH
+23,879.3%
-20,120.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | +0.1% | -10.3% | +10.4% | +4.1% |
| 3M | +31.2% | +5.1% | +26.2% | +28.1% |
| 6M | +3.6% | +2.3% | +1.3% | +1.9% |
| YTD | +5.0% | +8.7% | -3.6% | +0.8% |
| 1Y | +45.9% | +26.8% | +19.1% | +31.6% |
| 3Y | -1.9% | +139.2% | -141.0% | -32.7% |
| 5Y | +26.2% | +251.1% | -224.9% | -27.7% |
| 10Y | +112.1% | +812.6% | -700.5% | -27.9% |
| All | +3,759.3% | +23,879.3% | -20,120.1% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling