+3,855.2%
REGN vs PPL
+1,819.5%
+2,035.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +4.2% | +2.7% | +1.6% | +3.4% |
| 30D | +7.8% | +0.5% | +7.4% | +7.6% |
| 3M | +31.8% | +0.7% | +31.1% | +31.4% |
| 6M | +5.4% | -7.6% | +13.0% | +7.8% |
| YTD | +7.7% | +1.8% | +5.8% | +6.6% |
| 1Y | +46.7% | -0.8% | +47.4% | +46.2% |
| 3Y | +0.5% | +56.9% | -56.4% | -14.3% |
| 5Y | +22.9% | +39.5% | -16.6% | +8.0% |
| 10Y | +115.0% | +55.4% | +59.6% | +73.1% |
| All | +3,855.2% | +1,819.5% | +2,035.6% | +1,704.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling