-35.6%
DOCN vs REGN
+47.6%
-83.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | -19.2% | -2.5% | -16.6% | -18.3% |
| 30D | -43.1% | +21.9% | -64.9% | -46.9% |
| 3M | -40.7% | +17.3% | -58.0% | -44.2% |
| 6M | -55.0% | +25.8% | -80.7% | -58.8% |
| YTD | +50.6% | +17.6% | +33.0% | +40.8% |
| 1Y | +54.0% | +40.5% | +13.4% | +33.3% |
| 3Y | +203.9% | +9.7% | +194.2% | +187.7% |
| All | -35.6% | +47.6% | -83.2% | -51.9% |
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 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