-99.9%
DFNS vs REGN
+26.9%
-126.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | +4.6% | -5.2% | +9.9% | +5.7% |
| 30D | -73.9% | +0.1% | -73.9% | -73.9% |
| 3M | -71.7% | +31.2% | -102.9% | -73.2% |
| 6M | -94.6% | +3.6% | -98.2% | -94.8% |
| YTD | -98.1% | +5.0% | -103.1% | -98.2% |
| 1Y | -98.3% | +45.9% | -144.2% | -98.4% |
| 3Y | -99.9% | -1.9% | -98.0% | -99.9% |
| 5Y | -99.9% | +26.2% | -126.0% | -99.9% |
| All | -99.9% | +26.9% | -126.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling