+116.0%
REGN vs DOC
+21.5%
+94.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +26.3% | +6.6% | +19.7% | +24.6% |
| 3M | +19.3% | -1.1% | +20.4% | +19.6% |
| 6M | +31.8% | +4.8% | +27.0% | +30.4% |
| YTD | +23.7% | +32.1% | -8.4% | +16.4% |
| 1Y | +40.2% | +21.9% | +18.4% | +34.1% |
| 3Y | +20.2% | +51.4% | -31.2% | +9.9% |
| 5Y | +52.1% | -21.2% | +73.3% | +54.3% |
| All | +116.0% | +21.5% | +94.5% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling