+3.6%
REGN vs DPZ
-19.9%
+23.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +0.2% |
| 7D | -5.2% | -7.3% | +2.1% | -4.2% |
| 30D | +0.1% | -7.6% | +7.7% | +1.2% |
| 3M | +31.2% | +1.8% | +29.4% | +29.2% |
| 6M | +3.6% | -21.8% | +25.4% | +8.0% |
| All | +3.6% | -19.9% | +23.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 6mo: compounded portfolio wealth divided by compounded DPZ 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…
6mo analysis · Full analysis span regression · 6 months rolling