+23.1%
REGN vs D
+3.9%
+19.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.0% | -1.6% | -4.3% | -5.7% |
| 30D | -0.4% | -3.5% | +3.2% | +0.2% |
| 3M | +32.0% | -1.6% | +33.6% | +32.2% |
| 6M | +3.0% | +5.8% | -2.8% | +1.8% |
| YTD | +3.2% | +14.5% | -11.3% | +0.3% |
| 1Y | +43.4% | +14.2% | +29.3% | +39.3% |
| 3Y | -3.6% | +59.0% | -62.6% | -12.9% |
| 5Y | +23.1% | +5.4% | +17.7% | +22.6% |
| All | +23.1% | +3.9% | +19.2% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling