+54.5%
REGN vs PL
+38.8%
+15.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.7% |
| 7D | +3.1% | +13.4% | -10.3% | +2.6% |
| 30D | +25.8% | -10.2% | +35.9% | +26.1% |
| 3M | +20.5% | -39.5% | +60.0% | +22.3% |
| 6M | +35.0% | -65.7% | +100.7% | +39.0% |
| YTD | +24.8% | -27.3% | +52.1% | +24.0% |
| 1Y | +43.0% | +15.0% | +28.0% | +39.1% |
| 3Y | +21.2% | +560.8% | -539.6% | +3.0% |
| 5Y | +54.5% | +38.4% | +16.1% | +32.9% |
| All | +54.5% | +38.8% | +15.7% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling