+5,546.8%
REGN vs DKS
+6,103.2%
-556.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.6% | -3.0% | -2.6% | -5.0% |
| 30D | -2.0% | -33.4% | +31.4% | +5.2% |
| 3M | +28.0% | -39.4% | +67.3% | +39.9% |
| 6M | +1.2% | -30.1% | +31.2% | +7.0% |
| YTD | +1.6% | -31.0% | +32.6% | +7.5% |
| 1Y | +38.2% | -40.2% | +78.4% | +50.2% |
| 3Y | -5.4% | +30.9% | -36.3% | -16.6% |
| 5Y | +21.3% | +14.0% | +7.2% | +4.9% |
| 10Y | +105.2% | +202.1% | -96.9% | +22.1% |
| All | +5,546.8% | +6,103.2% | -556.3% | +1,474.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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