+49.0%
REGN vs PNR
-31.2%
+80.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -4.9% |
| 7D | +14.4% | +11.9% | +2.5% | +12.4% |
| 30D | +28.1% | +37.1% | -9.0% | +21.8% |
| 3M | +22.5% | +5.7% | +16.8% | +21.2% |
| 6M | +31.6% | -5.7% | +37.3% | +32.1% |
| YTD | +21.0% | -29.8% | +50.8% | +26.8% |
| 1Y | +49.0% | -31.8% | +80.7% | +55.6% |
| All | +49.0% | -31.2% | +80.1% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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