+100.0%
DAL vs REGN
-1.5%
+101.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | +3.4% | -1.6% | +5.0% | +3.8% |
| 30D | -13.6% | +3.4% | -17.0% | -14.4% |
| 3M | +1.2% | +32.7% | -31.5% | -6.1% |
| 6M | +34.5% | +6.9% | +27.6% | +31.4% |
| YTD | +14.7% | +5.4% | +9.3% | +12.1% |
| 1Y | +29.2% | +45.8% | -16.6% | +15.9% |
| 3Y | +100.0% | -1.5% | +101.5% | +84.4% |
| All | +100.0% | -1.5% | +101.5% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling