+3,690.5%
REGN vs PTC
+3,262.5%
+428.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -6.0% | -14.2% | +8.3% | -1.8% |
| 30D | -0.4% | -14.4% | +14.1% | +4.0% |
| 3M | +32.0% | -4.7% | +36.7% | +32.7% |
| 6M | +3.0% | -19.3% | +22.3% | +8.2% |
| YTD | +3.2% | -26.1% | +29.3% | +10.6% |
| 1Y | +43.4% | -37.1% | +80.5% | +60.7% |
| 3Y | -3.6% | -10.4% | +6.8% | -4.4% |
| 5Y | +23.1% | +2.5% | +20.6% | +14.3% |
| 10Y | +108.3% | +197.9% | -89.6% | +30.1% |
| All | +3,690.5% | +3,262.5% | +428.0% | +503.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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