-5.4%
REGN vs DRI
+54.5%
-59.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.6% | -3.2% | -2.4% | -5.0% |
| 30D | -2.0% | -7.8% | +5.9% | -0.4% |
| 3M | +28.0% | +0.4% | +27.6% | +27.6% |
| 6M | +1.2% | +4.8% | -3.7% | -0.1% |
| YTD | +1.6% | +16.7% | -15.1% | -2.2% |
| 1Y | +38.2% | +1.5% | +36.8% | +36.8% |
| 3Y | -5.4% | +56.3% | -61.6% | -10.7% |
| All | -5.4% | +54.5% | -59.9% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling