+49.0%
REGN vs PL
-0.6%
+49.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.0% | -4.4% |
| 7D | +14.4% | -11.7% | +26.2% | +14.5% |
| 30D | +28.1% | -27.1% | +55.2% | +28.5% |
| 3M | +22.5% | -44.6% | +67.1% | +23.0% |
| 6M | +31.6% | -67.2% | +98.8% | +32.3% |
| YTD | +21.0% | -35.9% | +56.9% | +20.5% |
| 1Y | +49.0% | -0.4% | +49.3% | +47.8% |
| All | +49.0% | -0.6% | +49.6% | +47.8% |
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