+3,772.0%
REGN vs D
+2,118.3%
+1,653.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | +3.4% | -0.7% | +4.2% | +3.7% |
| 3M | +32.7% | +2.1% | +30.6% | +31.6% |
| 6M | +6.9% | +6.8% | +0.1% | +3.7% |
| YTD | +5.4% | +16.5% | -11.2% | -1.0% |
| 1Y | +45.8% | +19.2% | +26.7% | +35.7% |
| 3Y | -1.5% | +61.9% | -63.4% | -19.4% |
| 5Y | +22.2% | +6.5% | +15.7% | +14.8% |
| 10Y | +103.6% | +35.3% | +68.3% | +65.9% |
| All | +3,772.0% | +2,118.3% | +1,653.7% | +1,471.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling