+98.6%
DAL vs REGN
+21.6%
+76.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +0.8% | -5.2% | +6.0% | +1.9% |
| 30D | -11.7% | +0.1% | -11.8% | -11.8% |
| 3M | -2.7% | +31.2% | -34.0% | -8.3% |
| 6M | +30.7% | +3.6% | +27.1% | +29.0% |
| YTD | +14.4% | +5.0% | +9.3% | +12.4% |
| 1Y | +31.2% | +45.9% | -14.7% | +20.4% |
| 3Y | +99.4% | -1.9% | +101.3% | +93.3% |
| 5Y | +98.6% | +26.2% | +72.4% | +74.7% |
| All | +98.6% | +21.6% | +76.9% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling