+4.1%
DASH vs REGN
+63.1%
-59.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -12.8% | -5.2% | -7.6% | -11.6% |
| 30D | -6.0% | +0.1% | -6.1% | -6.1% |
| 3M | +26.7% | +31.2% | -4.5% | +18.7% |
| 6M | +11.7% | +3.6% | +8.1% | +10.2% |
| YTD | -12.9% | +5.0% | -17.9% | -14.7% |
| 1Y | -23.1% | +45.9% | -69.0% | -31.6% |
| 3Y | +140.0% | -1.9% | +141.9% | +133.2% |
| 5Y | -5.1% | +26.2% | -31.2% | -20.5% |
| All | +4.1% | +63.1% | -59.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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