-0.2%
DASH vs REGN
+22.5%
-22.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -4.8% |
| 7D | -11.2% | -1.6% | -9.5% | -10.8% |
| 30D | -7.3% | +3.4% | -10.7% | -8.1% |
| 3M | +31.4% | +32.7% | -1.3% | +23.2% |
| 6M | +11.9% | +6.9% | +4.9% | +9.6% |
| YTD | -11.5% | +5.4% | -16.9% | -13.3% |
| 1Y | -20.0% | +45.8% | -65.9% | -28.5% |
| 3Y | +143.9% | -1.5% | +145.5% | +137.0% |
| 5Y | -0.2% | +22.2% | -22.5% | -14.4% |
| All | -0.2% | +22.5% | -22.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling