+23.4%
REGN vs PHM
+156.2%
-132.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -5.6% | -5.0% | -0.6% | -4.6% |
| 30D | -2.0% | -8.4% | +6.5% | -0.2% |
| 3M | +28.0% | -4.4% | +32.4% | +28.7% |
| 6M | +1.2% | -3.7% | +4.9% | +1.5% |
| YTD | +1.6% | +1.3% | +0.4% | +0.7% |
| 1Y | +38.2% | -14.0% | +52.3% | +41.3% |
| 3Y | -5.4% | +48.1% | -53.5% | -13.2% |
| All | +23.4% | +156.2% | -132.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 5y: compounded portfolio wealth divided by compounded PHM 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…
5y analysis · Full analysis span regression · 6 months rolling