+40.9%
REGN vs DGX
+45.7%
-4.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +10.3% | +0.7% | +9.6% | +10.2% |
| 30D | +22.2% | +11.5% | +10.7% | +19.9% |
| 3M | +17.6% | +8.4% | +9.2% | +15.8% |
| 6M | +28.9% | +34.5% | -5.6% | +22.0% |
| YTD | +17.4% | +49.3% | -31.8% | +7.5% |
| 1Y | +40.9% | +45.3% | -4.4% | +31.4% |
| All | +40.9% | +45.7% | -4.8% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling