+1,098.4%
DIA vs REGN
+9,755.3%
-8,656.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.4% |
| 7D | -3.0% | -6.0% | +2.9% | -2.4% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | +4.5% | +32.0% | -27.5% | +1.4% |
| 6M | +9.8% | +3.0% | +6.8% | +9.2% |
| YTD | +9.3% | +3.2% | +6.1% | +8.6% |
| 1Y | +16.0% | +43.4% | -27.5% | +11.2% |
| 3Y | +57.7% | -3.6% | +61.3% | +56.3% |
| 5Y | +63.8% | +23.1% | +40.7% | +57.3% |
| 10Y | +248.8% | +108.3% | +140.5% | +212.5% |
| All | +1,098.4% | +9,755.3% | -8,656.9% | +544.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling