+46.7%
REGN vs DVA
+35.1%
+11.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.0% |
| 7D | +4.2% | +1.8% | +2.4% | +4.0% |
| 30D | +7.8% | -2.5% | +10.3% | +8.1% |
| 3M | +31.8% | -4.3% | +36.1% | +31.7% |
| 6M | +5.4% | +18.9% | -13.5% | +2.3% |
| YTD | +7.7% | +61.9% | -54.3% | +1.0% |
| 1Y | +46.7% | +35.7% | +10.9% | +46.5% |
| All | +46.7% | +35.1% | +11.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling