-64.9%
DOCS vs REGN
+42.6%
-107.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.2% | -7.5% |
| 7D | -7.3% | -1.6% | -5.7% | -7.4% |
| 30D | -10.9% | +3.4% | -14.3% | -10.6% |
| 3M | +20.3% | +32.7% | -12.4% | +24.7% |
| 6M | -3.6% | +6.9% | -10.6% | -3.6% |
| YTD | -44.9% | +5.4% | -50.2% | -44.8% |
| 1Y | -64.9% | +45.8% | -110.7% | -62.2% |
| All | -64.9% | +42.6% | -107.5% | -62.2% |
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 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