+4,212.0%
REGN vs DG
+551.9%
+3,660.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -6.0% | -6.3% | +0.3% | -4.5% |
| 30D | -0.4% | +2.4% | -2.8% | -1.0% |
| 3M | +32.0% | +12.4% | +19.6% | +28.0% |
| 6M | +3.0% | -14.9% | +18.0% | +6.4% |
| YTD | +3.2% | -6.1% | +9.2% | +3.8% |
| 1Y | +43.4% | +17.9% | +25.6% | +35.5% |
| 3Y | -3.6% | +3.1% | -6.7% | -10.4% |
| 5Y | +23.1% | -38.7% | +61.8% | +30.6% |
| 10Y | +108.3% | +99.6% | +8.7% | +43.6% |
| All | +4,212.0% | +551.9% | +3,660.1% | +1,636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling