+117.1%
DDOG vs REGN
-4.3%
+121.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.3% |
| 7D | +3.9% | -5.6% | +9.5% | +3.8% |
| 30D | -8.2% | -2.0% | -6.2% | -8.2% |
| 3M | -5.6% | +28.0% | -33.5% | -5.4% |
| 6M | +73.5% | +1.2% | +72.4% | +74.6% |
| YTD | +62.7% | +1.6% | +61.0% | +63.5% |
| 1Y | +59.0% | +38.2% | +20.7% | +57.1% |
| 3Y | +117.1% | -5.4% | +122.5% | +125.5% |
| All | +117.1% | -4.3% | +121.4% | +125.5% |
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