+12,944.3%
REGN vs DRI
+7,313.6%
+5,630.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -5.2% | -4.8% | -0.4% | -4.1% |
| 30D | +0.1% | -3.9% | +4.0% | +0.9% |
| 3M | +31.2% | +5.1% | +26.1% | +29.5% |
| 6M | +3.6% | +5.5% | -1.9% | +2.1% |
| YTD | +5.0% | +16.5% | -11.4% | +0.9% |
| 1Y | +45.9% | +2.0% | +43.9% | +44.1% |
| 3Y | -1.9% | +54.5% | -56.4% | -12.7% |
| 5Y | +26.2% | +66.6% | -40.4% | +8.5% |
| 10Y | +112.1% | +353.6% | -241.6% | +24.5% |
| All | +12,944.3% | +7,313.6% | +5,630.8% | +4,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling