+26.2%
REGN vs PPL
+35.6%
-9.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | +0.1% | -1.3% | +1.3% | +0.3% |
| 3M | +31.2% | -2.6% | +33.8% | +32.0% |
| 6M | +3.6% | -8.4% | +12.0% | +5.7% |
| YTD | +5.0% | +0.2% | +4.8% | +4.7% |
| 1Y | +45.9% | -0.2% | +46.1% | +45.3% |
| 3Y | -1.9% | +52.9% | -54.8% | -14.4% |
| 5Y | +26.2% | +36.8% | -10.7% | +9.2% |
| All | +26.2% | +35.6% | -9.4% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling