-8.9%
DASH vs REGN
+92.0%
-101.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -4.1% | +5.3% | -9.4% | -5.3% |
| 30D | -10.6% | +26.3% | -36.9% | -15.8% |
| 3M | -18.8% | +19.3% | -38.1% | -22.4% |
| 6M | +11.2% | +31.8% | -20.6% | +3.3% |
| YTD | -23.8% | +23.7% | -47.5% | -28.4% |
| 1Y | -12.2% | +40.2% | -52.4% | -20.4% |
| 3Y | +97.3% | +20.2% | +77.1% | +80.7% |
| 5Y | -29.8% | +52.1% | -82.0% | -44.3% |
| All | -8.9% | +92.0% | -101.0% | -36.6% |
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