+100.4%
REGN vs PR
+87.0%
+13.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | -0.4% | +10.4% | -10.8% | -0.5% |
| 3M | +32.0% | +21.1% | +10.9% | +31.7% |
| 6M | +3.0% | +28.8% | -25.7% | +2.7% |
| YTD | +3.2% | +71.8% | -68.6% | +2.5% |
| 1Y | +43.4% | +73.3% | -29.9% | +42.5% |
| 3Y | -3.6% | +85.9% | -89.5% | -4.5% |
| 5Y | +23.1% | +421.8% | -398.7% | +21.8% |
| All | +100.4% | +87.0% | +13.4% | +155.6% |
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