+99.6%
DE vs REGN
+21.2%
+78.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -2.6% | -5.6% | +3.0% | -1.8% |
| 30D | +9.0% | -2.0% | +11.0% | +9.3% |
| 3M | +19.1% | +28.0% | -8.8% | +14.6% |
| 6M | +14.4% | +1.2% | +13.2% | +13.9% |
| YTD | +45.9% | +1.6% | +44.3% | +45.0% |
| 1Y | +43.6% | +38.2% | +5.4% | +35.9% |
| 3Y | +75.9% | -5.4% | +81.2% | +75.0% |
| All | +99.6% | +21.2% | +78.5% | +81.2% |
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