+49.0%
REGN vs PRU
+27.9%
+21.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.6% | -11.0% | -5.7% |
| 7D | +14.4% | +9.8% | +4.7% | +12.0% |
| 30D | +28.1% | +11.6% | +16.5% | +24.9% |
| 3M | +22.5% | +3.7% | +18.8% | +21.4% |
| 6M | +31.6% | +33.0% | -1.4% | +24.1% |
| YTD | +21.0% | +16.6% | +4.5% | +15.0% |
| 1Y | +49.0% | +26.9% | +22.0% | +41.6% |
| All | +49.0% | +27.9% | +21.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling