+121.9%
REGN vs DOC
+21.1%
+100.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.4% |
| 7D | -4.3% | +5.9% | -10.1% | -5.4% |
| 30D | +23.2% | +10.3% | +13.0% | +20.7% |
| 3M | +17.4% | -2.2% | +19.6% | +17.9% |
| 6M | +29.0% | +8.2% | +20.8% | +26.8% |
| YTD | +19.6% | +35.4% | -15.7% | +11.9% |
| 1Y | +40.6% | +23.6% | +17.0% | +34.0% |
| 3Y | +16.0% | +57.3% | -41.2% | +5.2% |
| 5Y | +50.7% | -19.6% | +70.3% | +52.3% |
| 10Y | +121.9% | +20.8% | +101.1% | +97.0% |
| All | +121.9% | +21.1% | +100.8% | +97.0% |
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