+38.6%
DVN vs REGN
+46.5%
-7.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.7% |
| 7D | +1.5% | +4.2% | -2.7% | +2.0% |
| 30D | +14.2% | +7.8% | +6.4% | +15.2% |
| 3M | +5.2% | +31.8% | -26.6% | +9.1% |
| 6M | +11.9% | +5.4% | +6.5% | +14.3% |
| YTD | +32.8% | +7.7% | +25.2% | +35.6% |
| 1Y | +38.6% | +46.7% | -8.1% | +45.5% |
| All | +38.6% | +46.5% | -7.9% | +45.5% |
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