-47.3%
DOCS vs REGN
+45.3%
-92.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.7% | +6.1% |
| 7D | +1.2% | +14.4% | -13.2% | +1.5% |
| 30D | +21.3% | +28.1% | -6.8% | +21.8% |
| 3M | +58.4% | +22.5% | +35.9% | +59.3% |
| 6M | +39.3% | +31.6% | +7.7% | +40.3% |
| YTD | -21.7% | +21.0% | -42.7% | -22.1% |
| 1Y | -47.3% | +49.0% | -96.3% | -46.3% |
| All | -47.3% | +45.3% | -92.6% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling