+97.4%
REGN vs FCUV
-95.7%
+193.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.7% | -1.5% |
| 7D | -5.6% | -66.5% | +60.9% | -5.5% |
| 30D | -2.0% | +5.0% | -6.9% | -2.0% |
| 3M | +28.0% | +63.8% | -35.8% | +26.9% |
| 6M | +1.2% | -67.8% | +69.0% | +0.4% |
| YTD | +1.6% | -82.4% | +84.0% | +0.9% |
| 1Y | +38.2% | -94.7% | +133.0% | +37.2% |
| 3Y | -5.4% | -99.3% | +93.9% | -6.1% |
| 5Y | +21.3% | -99.9% | +121.1% | +20.4% |
| 10Y | +105.2% | -98.6% | +203.8% | +107.9% |
| All | +97.4% | -95.7% | +193.1% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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