+59.8%
REGN vs PL
+70.3%
-10.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.7% |
| 7D | -6.0% | -9.0% | +3.1% | -5.7% |
| 30D | -0.4% | -29.6% | +29.2% | +0.8% |
| 3M | +32.0% | -45.7% | +77.7% | +34.3% |
| 6M | +3.0% | -34.3% | +37.3% | +3.4% |
| YTD | +3.2% | -15.4% | +18.5% | +2.2% |
| 1Y | +43.4% | +86.1% | -42.6% | +37.0% |
| 3Y | -3.6% | +509.1% | -512.7% | -17.2% |
| 5Y | +23.1% | +68.3% | -45.2% | +7.2% |
| All | +59.8% | +70.3% | -10.5% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling