+3,855.2%
REGN vs DOC
+2,217.1%
+1,638.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | +4.2% | -1.5% | +5.7% | +4.8% |
| 30D | +7.8% | -4.8% | +12.6% | +9.6% |
| 3M | +31.8% | +6.9% | +24.9% | +28.6% |
| 6M | +5.4% | +20.7% | -15.4% | -2.2% |
| YTD | +7.7% | +34.1% | -26.5% | -4.0% |
| 1Y | +46.7% | +22.6% | +24.0% | +34.6% |
| 3Y | +0.5% | +20.8% | -20.4% | -8.8% |
| 5Y | +22.9% | -24.9% | +47.8% | +30.0% |
| 10Y | +115.0% | -1.8% | +116.8% | +86.4% |
| All | +3,855.2% | +2,217.1% | +1,638.1% | +1,406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling