+154.9%
REGN vs DT
+100.3%
+54.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -5.6% | -1.6% | -4.0% | -5.4% |
| 30D | -2.0% | +3.0% | -5.0% | -2.4% |
| 3M | +28.0% | +26.5% | +1.4% | +24.2% |
| 6M | +1.2% | +35.9% | -34.8% | -3.2% |
| YTD | +1.6% | +17.8% | -16.2% | -1.1% |
| 1Y | +38.2% | +4.1% | +34.2% | +36.4% |
| 3Y | -5.4% | +5.3% | -10.7% | -8.1% |
| 5Y | +21.3% | -27.2% | +48.4% | +20.3% |
| All | +154.9% | +100.3% | +54.7% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling