-99.9%
DFNS vs REGN
-4.3%
-95.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.0% |
| 7D | -6.3% | -5.6% | -0.8% | -4.3% |
| 30D | -74.0% | -2.0% | -72.0% | -73.8% |
| 3M | -70.1% | +28.0% | -98.1% | -73.0% |
| 6M | -93.9% | +1.2% | -95.1% | -94.3% |
| YTD | -98.1% | +1.6% | -99.7% | -98.2% |
| 1Y | -98.3% | +38.2% | -136.5% | -98.5% |
| 3Y | -99.9% | -5.4% | -94.5% | -99.9% |
| All | -99.9% | -4.3% | -95.6% | -99.9% |
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