+49.0%
REGN vs DRI
+34.0%
+15.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.1% | -9.5% | -5.3% |
| 7D | +14.4% | +6.5% | +7.9% | +12.9% |
| 30D | +28.1% | +16.4% | +11.7% | +24.0% |
| 3M | +22.5% | +13.6% | +8.8% | +19.3% |
| 6M | +31.6% | +22.0% | +9.6% | +26.1% |
| YTD | +21.0% | +29.3% | -8.3% | +12.9% |
| 1Y | +49.0% | +32.0% | +16.9% | +36.7% |
| All | +49.0% | +34.0% | +15.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling