+15.7%
REGN vs DOC
+54.0%
-38.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -5.9% | +4.3% | -10.2% | -7.0% |
| 30D | +22.7% | +9.2% | +13.6% | +19.7% |
| 3M | +13.5% | -0.8% | +14.3% | +13.6% |
| 6M | +28.5% | +7.1% | +21.4% | +25.9% |
| YTD | +19.1% | +34.0% | -14.8% | +9.1% |
| 1Y | +40.6% | +23.2% | +17.4% | +32.1% |
| 3Y | +15.7% | +53.6% | -37.9% | +9.9% |
| All | +15.7% | +54.0% | -38.3% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling