+23.4%
REGN vs DT
-27.6%
+50.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | +28.0% | +26.5% | +1.4% | +24.9% |
| 6M | +1.2% | +35.9% | -34.8% | -2.4% |
| YTD | +1.6% | +17.8% | -16.2% | -0.5% |
| 1Y | +38.2% | +4.1% | +34.2% | +37.1% |
| 3Y | -5.4% | +5.3% | -10.7% | -7.7% |
| All | +23.4% | -27.6% | +50.9% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling