+6,027.1%
REGN vs DVA
+5,124.5%
+902.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | -1.3% | -4.3% | -5.3% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | +28.0% | -10.9% | +38.9% | +30.4% |
| 6M | +1.2% | +17.3% | -16.1% | -3.5% |
| YTD | +1.6% | +59.8% | -58.2% | -10.0% |
| 1Y | +38.2% | +36.3% | +2.0% | +26.7% |
| 3Y | -5.4% | +88.6% | -94.0% | -21.1% |
| 5Y | +21.3% | +47.5% | -26.3% | +3.1% |
| 10Y | +105.2% | +185.2% | -80.0% | +43.9% |
| All | +6,027.1% | +5,124.5% | +902.6% | +2,056.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling