+43.0%
REGN vs DOC
+22.3%
+20.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.9% | +4.8% |
| 7D | +3.1% | +1.0% | +2.0% | +2.8% |
| 30D | +25.8% | +8.1% | +17.6% | +23.2% |
| 3M | +20.5% | +0.9% | +19.6% | +20.1% |
| 6M | +35.0% | +6.3% | +28.7% | +32.9% |
| YTD | +24.8% | +33.8% | -9.0% | +13.6% |
| 1Y | +43.0% | +21.6% | +21.3% | +41.1% |
| All | +43.0% | +22.3% | +20.6% | +41.1% |
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