+4,221.3%
REGN vs DOC
+2,197.1%
+2,024.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -2.5% | +6.5% | -9.0% | -4.7% |
| 30D | +21.9% | +9.2% | +12.7% | +18.1% |
| 3M | +17.3% | -2.5% | +19.8% | +18.2% |
| 6M | +25.8% | +7.1% | +18.7% | +22.4% |
| YTD | +17.6% | +33.0% | -15.4% | +5.2% |
| 1Y | +40.5% | +23.3% | +17.3% | +29.0% |
| 3Y | +9.7% | +44.9% | -35.3% | -6.5% |
| 5Y | +49.3% | -21.6% | +70.9% | +55.4% |
| 10Y | +167.4% | +17.4% | +150.0% | +115.7% |
| All | +4,221.3% | +2,197.1% | +2,024.2% | +1,549.8% |
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