-52.9%
DOCS vs REGN
+51.9%
-104.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.6% | +5.7% | -3.1% | +1.6% |
| 30D | +11.4% | +22.8% | -11.3% | +7.1% |
| 3M | +25.4% | +18.7% | +6.7% | +21.2% |
| 6M | +42.5% | +33.1% | +9.5% | +34.6% |
| YTD | -24.7% | +24.3% | -49.0% | -28.3% |
| 1Y | -32.9% | +38.2% | -71.1% | -37.7% |
| 3Y | +39.6% | +21.1% | +18.6% | +34.3% |
| All | -52.9% | +51.9% | -104.8% | -59.2% |
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 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