+176.5%
DLR vs REGN
+105.3%
+71.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | +0.1% | -5.6% | +5.7% | +1.1% |
| 30D | -4.3% | -2.0% | -2.3% | -4.1% |
| 3M | +3.8% | +28.0% | -24.1% | -0.7% |
| 6M | +5.8% | +1.2% | +4.7% | +5.2% |
| YTD | +23.5% | +1.6% | +21.9% | +22.5% |
| 1Y | +11.1% | +38.2% | -27.2% | +3.9% |
| 3Y | +57.9% | -5.4% | +63.2% | +56.3% |
| 5Y | +44.0% | +21.3% | +22.7% | +33.6% |
| All | +176.5% | +105.3% | +71.2% | +132.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling