+166.9%
REGN vs DOCU
+80.0%
+86.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.2% |
| 7D | +4.2% | +6.9% | -2.7% | +3.5% |
| 30D | +7.8% | +19.0% | -11.2% | +5.8% |
| 3M | +31.8% | +34.3% | -2.5% | +27.4% |
| 6M | +5.4% | +48.0% | -42.6% | +0.4% |
| YTD | +7.7% | 0.0% | +7.6% | +6.8% |
| 1Y | +46.7% | -10.3% | +56.9% | +46.7% |
| 3Y | +0.5% | +32.4% | -31.9% | -6.7% |
| 5Y | +22.9% | -77.9% | +100.9% | +37.8% |
| All | +166.9% | +80.0% | +86.9% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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