+46.7%
REGN vs PL
+176.6%
-130.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | +4.2% | -9.3% | +13.5% | +4.1% |
| 30D | +7.8% | -18.9% | +26.7% | +7.6% |
| 3M | +31.8% | -58.4% | +90.2% | +30.9% |
| 6M | +5.4% | -30.3% | +35.7% | +5.6% |
| YTD | +7.7% | -8.1% | +15.8% | +8.7% |
| 1Y | +46.7% | +180.5% | -133.8% | +57.7% |
| All | +46.7% | +176.6% | -130.0% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling