+129.3%
DAL vs REGN
+108.4%
+20.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.4% |
| 7D | -0.6% | -6.0% | +5.3% | +0.1% |
| 30D | -13.5% | -0.4% | -13.1% | -13.5% |
| 3M | +2.6% | +32.0% | -29.4% | -1.1% |
| 6M | +32.7% | +3.0% | +29.7% | +31.8% |
| YTD | +13.6% | +3.2% | +10.5% | +12.7% |
| 1Y | +28.8% | +43.4% | -14.6% | +22.8% |
| 3Y | +98.2% | -3.6% | +101.8% | +95.0% |
| 5Y | +105.9% | +23.1% | +82.8% | +97.4% |
| All | +129.3% | +108.4% | +20.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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