+62.5%
DRAM vs REGN
+21.7%
+40.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.9% | -6.5% |
| 7D | -16.6% | +14.4% | -31.1% | -12.5% |
| 30D | -26.9% | +28.1% | -55.0% | -21.5% |
| 3M | -17.8% | +22.5% | -40.3% | -12.1% |
| 6M | +6.2% | +31.6% | -25.4% | +26.5% |
| All | +62.5% | +21.7% | +40.8% | +97.8% |
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