+84.2%
DOCN vs REGN
+97.0%
-12.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +7.6% |
| 7D | -12.8% | -4.3% | -8.5% | -11.6% |
| 30D | -41.9% | +23.2% | -65.2% | -45.6% |
| 3M | -36.9% | +17.4% | -54.4% | -40.2% |
| 6M | -52.2% | +29.0% | -81.3% | -56.3% |
| YTD | +62.7% | +19.6% | +43.1% | +52.5% |
| 1Y | +58.2% | +40.6% | +17.6% | +39.4% |
| 3Y | +219.5% | +16.0% | +203.4% | +197.7% |
| 5Y | -32.9% | +50.7% | -83.5% | -43.9% |
| All | +84.2% | +97.0% | -12.7% | +69.1% |
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