+40.9%
REGN vs DLTR
+35.0%
+5.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.2% | +3.2% | -2.2% |
| 7D | +10.3% | +4.5% | +5.8% | +9.6% |
| 30D | +22.2% | +18.7% | +3.5% | +19.3% |
| 3M | +17.6% | +7.1% | +10.5% | +16.2% |
| 6M | +28.9% | +47.2% | -18.3% | +24.2% |
| YTD | +17.4% | +12.1% | +5.3% | +14.0% |
| 1Y | +40.9% | +31.5% | +9.4% | +36.6% |
| All | +40.9% | +35.0% | +5.8% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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