+97.5%
REGN vs D
+36.8%
+60.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -5.6% | -2.2% | -3.3% | -5.1% |
| 30D | -2.0% | -4.5% | +2.5% | -1.0% |
| 3M | +28.0% | -2.5% | +30.5% | +28.5% |
| 6M | +1.2% | +5.5% | -4.4% | -0.4% |
| YTD | +1.6% | +13.3% | -11.6% | -1.7% |
| 1Y | +38.2% | +11.8% | +26.4% | +34.0% |
| 3Y | -5.4% | +56.7% | -62.1% | -16.1% |
| 5Y | +21.3% | +4.3% | +17.0% | +18.2% |
| All | +97.5% | +36.8% | +60.7% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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