+143.9%
DASH vs REGN
-1.5%
+145.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -5.1% |
| 7D | -11.2% | -1.6% | -9.5% | -11.0% |
| 30D | -7.3% | +3.4% | -10.7% | -7.7% |
| 3M | +31.4% | +32.7% | -1.3% | +27.8% |
| 6M | +11.9% | +6.9% | +4.9% | +10.4% |
| YTD | -11.5% | +5.4% | -16.9% | -12.7% |
| 1Y | -20.0% | +45.8% | -65.9% | -24.1% |
| 3Y | +143.9% | -1.5% | +145.5% | +112.3% |
| All | +143.9% | -1.5% | +145.4% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling