+70.5%
DOCN vs REGN
+93.6%
-23.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | -19.2% | -2.5% | -16.6% | -18.4% |
| 30D | -43.1% | +21.9% | -64.9% | -46.5% |
| 3M | -40.7% | +17.3% | -58.0% | -43.8% |
| 6M | -55.0% | +25.8% | -80.7% | -58.5% |
| YTD | +50.6% | +17.6% | +33.0% | +41.8% |
| 1Y | +54.0% | +40.5% | +13.4% | +35.4% |
| 3Y | +203.9% | +9.7% | +194.2% | +188.6% |
| 5Y | -29.4% | +49.3% | -78.6% | -40.7% |
| All | +70.5% | +93.6% | -23.1% | +57.2% |
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