-5.4%
REGN vs PRU
+44.2%
-49.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.6% | -2.3% | -3.3% | -4.9% |
| 30D | -2.0% | -1.7% | -0.2% | -1.5% |
| 3M | +28.0% | +13.2% | +14.7% | +23.3% |
| 6M | +1.2% | +28.8% | -27.6% | -6.3% |
| YTD | +1.6% | +9.8% | -8.1% | -1.7% |
| 1Y | +38.2% | +17.4% | +20.9% | +30.8% |
| 3Y | -5.4% | +44.9% | -50.3% | -15.3% |
| All | -5.4% | +44.2% | -49.6% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling