+46.7%
REGN vs PNR
-43.1%
+89.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +4.2% | -2.4% | +6.6% | +4.6% |
| 30D | +7.8% | -12.8% | +20.6% | +10.1% |
| 3M | +31.8% | -17.0% | +48.8% | +34.8% |
| 6M | +5.4% | -37.4% | +42.8% | +13.3% |
| YTD | +7.7% | -41.6% | +49.3% | +16.4% |
| 1Y | +46.7% | -44.6% | +91.3% | +59.0% |
| All | +46.7% | -43.1% | +89.7% | +59.0% |
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