+47.9%
DE vs REGN
+46.5%
+1.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | 0.0% |
| 7D | +10.0% | +4.2% | +5.8% | +9.8% |
| 30D | +13.3% | +7.8% | +5.5% | +12.8% |
| 3M | +17.5% | +31.8% | -14.3% | +14.9% |
| 6M | +13.6% | +5.4% | +8.2% | +13.0% |
| YTD | +49.8% | +7.7% | +42.1% | +48.7% |
| 1Y | +47.9% | +46.7% | +1.2% | +49.7% |
| All | +47.9% | +46.5% | +1.4% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling