+203.8%
DHR vs REGN
+105.3%
+98.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -3.6% | -5.6% | +2.0% | -2.1% |
| 30D | -2.7% | -2.0% | -0.8% | -2.3% |
| 3M | +10.9% | +28.0% | -17.0% | +3.6% |
| 6M | +3.0% | +1.2% | +1.9% | +2.2% |
| YTD | -12.2% | +1.6% | -13.8% | -13.2% |
| 1Y | +3.3% | +38.2% | -34.9% | -6.5% |
| 3Y | -8.2% | -5.4% | -2.8% | -9.8% |
| 5Y | -29.9% | +21.3% | -51.2% | -36.5% |
| All | +203.8% | +105.3% | +98.5% | +132.8% |
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