+67.3%
DVN vs REGN
+105.3%
-38.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +4.5% | -5.6% | +10.1% | +5.6% |
| 30D | +12.0% | -2.0% | +13.9% | +12.3% |
| 3M | +13.4% | +28.0% | -14.6% | +8.3% |
| 6M | +12.1% | +1.2% | +11.0% | +11.2% |
| YTD | +38.8% | +1.6% | +37.2% | +37.4% |
| 1Y | +46.0% | +38.2% | +7.8% | +35.1% |
| 3Y | +9.5% | -5.4% | +14.9% | +7.4% |
| 5Y | +125.3% | +21.3% | +104.0% | +107.8% |
| All | +67.3% | +105.3% | -38.0% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling