+138.1%
REGN vs PR
+159.2%
-21.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +2.0% | +4.7% |
| 7D | +3.1% | -0.5% | +3.6% | +3.1% |
| 30D | +25.8% | -4.6% | +30.4% | +25.8% |
| 3M | +20.5% | +4.7% | +15.8% | +20.4% |
| 6M | +35.0% | +12.4% | +22.5% | +34.7% |
| YTD | +24.8% | +62.9% | -38.1% | +24.0% |
| 1Y | +43.0% | +70.6% | -27.6% | +42.0% |
| 3Y | +21.2% | +90.0% | -68.8% | +20.2% |
| 5Y | +54.5% | +255.5% | -201.0% | +52.9% |
| 10Y | +130.7% | +78.7% | +52.0% | +181.0% |
| All | +138.1% | +159.2% | -21.1% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling