-53.9%
DOCS vs REGN
+53.4%
-107.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.2% | -7.0% |
| 7D | -7.3% | -1.6% | -5.7% | -7.1% |
| 30D | -10.9% | +3.4% | -14.3% | -11.4% |
| 3M | +20.3% | +32.7% | -12.4% | +15.0% |
| 6M | -3.6% | +6.9% | -10.6% | -5.0% |
| YTD | -44.9% | +5.4% | -50.2% | -45.6% |
| 1Y | -64.9% | +45.8% | -110.7% | -67.8% |
| 3Y | +7.6% | -1.5% | +9.2% | +8.3% |
| 5Y | -74.0% | +22.2% | -96.2% | -78.8% |
| All | -53.9% | +53.4% | -107.4% | -51.6% |
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