+97.5%
REGN vs URA
+346.2%
-248.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.0% |
| 7D | -5.6% | -5.5% | -0.1% | -4.9% |
| 30D | -2.0% | -3.7% | +1.7% | -1.5% |
| 3M | +28.0% | -2.9% | +30.9% | +28.0% |
| 6M | +1.2% | -15.2% | +16.4% | +2.7% |
| YTD | +1.6% | +1.9% | -0.2% | -0.1% |
| 1Y | +38.2% | +6.9% | +31.3% | +34.1% |
| 3Y | -5.4% | +99.6% | -105.0% | -18.7% |
| 5Y | +21.3% | +101.2% | -79.9% | +1.2% |
| All | +97.5% | +346.2% | -248.7% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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