-1.9%
REGN vs PL
+540.6%
-542.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.1% |
| 7D | -1.6% | -7.5% | +5.9% | -1.5% |
| 30D | +3.4% | -25.6% | +29.0% | +4.1% |
| 3M | +32.7% | -45.6% | +78.3% | +34.2% |
| 6M | +6.9% | -29.5% | +36.5% | +6.9% |
| YTD | +5.4% | -9.7% | +15.1% | +4.4% |
| 1Y | +45.8% | +84.4% | -38.5% | +40.9% |
| All | -1.9% | +540.6% | -542.5% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling