+2,250.9%
DUK vs REGN
+3,485.7%
-1,234.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.7% | -5.6% | +4.9% | -0.4% |
| 30D | -2.4% | -2.0% | -0.5% | -2.4% |
| 3M | -3.0% | +28.0% | -30.9% | -4.0% |
| 6M | -6.6% | +1.2% | -7.7% | -6.7% |
| YTD | +4.6% | +1.6% | +2.9% | +4.3% |
| 1Y | +1.2% | +38.2% | -37.0% | -0.2% |
| 3Y | +45.7% | -5.4% | +51.0% | +45.2% |
| 5Y | +40.3% | +21.3% | +19.0% | +38.1% |
| 10Y | +129.9% | +105.2% | +24.7% | +120.4% |
| All | +2,250.9% | +3,485.7% | -1,234.9% | +1,910.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling