+46.7%
REGN vs DOC
+23.9%
+22.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | +4.2% | -1.5% | +5.7% | +4.5% |
| 30D | +7.8% | -4.8% | +12.6% | +8.6% |
| 3M | +31.8% | +6.9% | +24.9% | +30.6% |
| 6M | +5.4% | +20.7% | -15.4% | +2.4% |
| YTD | +7.7% | +34.1% | -26.5% | +3.7% |
| 1Y | +46.7% | +22.6% | +24.0% | +34.6% |
| All | +46.7% | +23.9% | +22.8% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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