+4,445.2%
REGN vs PPL
+1,841.0%
+2,604.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +5.3% | -2.2% | +7.5% | +6.1% |
| 30D | +26.3% | +1.7% | +24.6% | +25.6% |
| 3M | +19.3% | +0.1% | +19.2% | +19.2% |
| 6M | +31.8% | -1.5% | +33.4% | +32.3% |
| YTD | +23.7% | +3.0% | +20.7% | +22.0% |
| 1Y | +40.2% | -1.4% | +41.7% | +40.3% |
| 3Y | +20.2% | +53.5% | -33.3% | +3.3% |
| 5Y | +52.1% | +46.4% | +5.7% | +31.5% |
| 10Y | +128.7% | +64.3% | +64.5% | +81.0% |
| All | +4,445.2% | +1,841.0% | +2,604.2% | +1,964.7% |
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