-5.4%
REGN vs DG
+4.6%
-10.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -5.6% | -6.5% | +0.9% | -5.0% |
| 30D | -2.0% | +4.2% | -6.1% | -2.3% |
| 3M | +28.0% | +9.5% | +18.4% | +26.8% |
| 6M | +1.2% | -13.1% | +14.3% | +2.4% |
| YTD | +1.6% | -4.8% | +6.5% | +2.1% |
| 1Y | +38.2% | +20.6% | +17.6% | +36.0% |
| 3Y | -5.4% | +4.9% | -10.3% | -6.0% |
| All | -5.4% | +4.6% | -10.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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