+247.6%
DIA vs REGN
+105.3%
+142.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -1.6% | -5.6% | +4.0% | -0.5% |
| 30D | -2.0% | -2.0% | -0.1% | -1.7% |
| 3M | +3.6% | +28.0% | -24.3% | -1.3% |
| 6M | +11.5% | +1.2% | +10.4% | +10.8% |
| YTD | +10.4% | +1.6% | +8.7% | +9.4% |
| 1Y | +15.6% | +38.2% | -22.7% | +7.4% |
| 3Y | +58.9% | -5.4% | +64.2% | +56.8% |
| 5Y | +65.3% | +21.3% | +44.1% | +52.8% |
| All | +247.6% | +105.3% | +142.3% | +178.3% |
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 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