+100.4%
REGN vs PPL
+57.8%
+42.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -6.0% | -1.8% | -4.2% | -5.6% |
| 30D | -0.4% | -2.2% | +1.9% | +0.1% |
| 3M | +32.0% | -3.1% | +35.1% | +32.8% |
| 6M | +3.0% | -8.1% | +11.1% | +4.7% |
| YTD | +3.2% | 0.0% | +3.1% | +2.9% |
| 1Y | +43.4% | -1.3% | +44.8% | +43.4% |
| 3Y | -3.6% | +52.7% | -56.3% | -12.8% |
| 5Y | +23.1% | +37.4% | -14.3% | +13.3% |
| All | +100.4% | +57.8% | +42.6% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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