+21.1%
REGN vs PPL
+55.5%
-34.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +5.7% | -0.4% | +6.0% | +5.7% |
| 30D | +22.8% | +2.6% | +20.1% | +22.1% |
| 3M | +18.7% | +0.8% | +17.9% | +18.4% |
| 6M | +33.1% | +1.4% | +31.7% | +32.6% |
| YTD | +24.3% | +4.3% | +20.0% | +23.1% |
| 1Y | +38.2% | +0.8% | +37.4% | +37.8% |
| 3Y | +21.1% | +57.9% | -36.8% | +14.4% |
| All | +21.1% | +55.5% | -34.5% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling