+21.6%
REGN vs DECK
-15.8%
+37.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.9% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | +25.8% | +4.9% | +20.9% | +25.1% |
| 3M | +20.5% | -5.8% | +26.3% | +21.1% |
| 6M | +35.0% | -8.6% | +43.5% | +35.7% |
| YTD | +24.8% | -14.7% | +39.5% | +25.9% |
| 1Y | +43.0% | +6.9% | +36.1% | +40.6% |
| All | +21.6% | -15.8% | +37.3% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 3y: compounded portfolio wealth divided by compounded DECK 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…
3y analysis · Full analysis span regression · 6 months rolling