+4,440.2%
REGN vs DGX
+8,778.1%
-4,337.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.2% |
| 7D | -5.6% | -0.9% | -4.7% | -5.2% |
| 30D | -2.0% | -1.2% | -0.8% | -1.5% |
| 3M | +28.0% | +15.8% | +12.2% | +20.0% |
| 6M | +1.2% | +18.2% | -17.0% | -6.1% |
| YTD | +1.6% | +37.2% | -35.6% | -11.8% |
| 1Y | +38.2% | +30.4% | +7.9% | +22.1% |
| 3Y | -5.4% | +96.7% | -102.1% | -30.8% |
| 5Y | +21.3% | +67.2% | -45.9% | -6.3% |
| 10Y | +105.2% | +253.9% | -148.7% | +9.0% |
| All | +4,440.2% | +8,778.1% | -4,337.9% | +1,223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling