+117.0%
REGN vs PR
+86.0%
+31.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | +5.7% | +6.0% | -0.3% | +5.6% |
| 30D | +22.8% | -4.2% | +27.0% | +22.8% |
| 3M | +18.7% | +10.0% | +8.7% | +18.5% |
| 6M | +33.1% | +15.6% | +17.5% | +32.8% |
| YTD | +24.3% | +68.2% | -43.9% | +23.4% |
| 1Y | +38.2% | +79.2% | -41.0% | +37.1% |
| 3Y | +21.1% | +94.9% | -73.8% | +19.9% |
| 5Y | +52.8% | +272.8% | -220.0% | +50.9% |
| All | +117.0% | +86.0% | +31.0% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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