+97.5%
REGN vs DTE
+137.8%
-40.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -5.6% | -2.6% | -3.0% | -5.1% |
| 30D | -2.0% | -4.4% | +2.4% | -1.2% |
| 3M | +28.0% | -8.3% | +36.3% | +30.0% |
| 6M | +1.2% | -8.1% | +9.2% | +2.7% |
| YTD | +1.6% | +4.4% | -2.8% | +0.7% |
| 1Y | +38.2% | +0.2% | +38.1% | +37.9% |
| 3Y | -5.4% | +42.6% | -48.0% | -11.7% |
| 5Y | +21.3% | +31.5% | -10.2% | +14.5% |
| All | +97.5% | +137.8% | -40.4% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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