+4,640.6%
REGN vs DECK
+7,820.9%
-3,180.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.4% | -2.1% |
| 7D | +4.2% | -2.2% | +6.4% | +4.5% |
| 30D | +7.8% | -13.6% | +21.4% | +9.8% |
| 3M | +31.8% | -21.2% | +53.0% | +35.7% |
| 6M | +5.4% | -21.1% | +26.5% | +8.3% |
| YTD | +7.7% | -17.2% | +24.9% | +9.4% |
| 1Y | +46.7% | -30.7% | +77.4% | +51.9% |
| 3Y | +0.5% | -3.4% | +3.8% | -3.1% |
| 5Y | +22.9% | +25.5% | -2.6% | +12.3% |
| 10Y | +115.0% | +714.7% | -599.7% | +45.9% |
| All | +4,640.6% | +7,820.9% | -3,180.3% | +2,037.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling