+2,983.1%
REGN vs URA
-29.0%
+3,012.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.7% |
| 7D | -1.6% | +8.1% | -9.7% | -3.1% |
| 30D | +3.4% | +5.8% | -2.3% | +2.2% |
| 3M | +32.7% | +3.4% | +29.3% | +31.2% |
| 6M | +6.9% | -2.6% | +9.5% | +6.2% |
| YTD | +5.4% | +11.2% | -5.8% | +1.3% |
| 1Y | +45.8% | +19.8% | +26.0% | +37.0% |
| 3Y | -1.5% | +121.5% | -123.0% | -21.0% |
| 5Y | +22.2% | +134.5% | -112.2% | -7.2% |
| 10Y | +103.6% | +376.7% | -273.1% | +20.6% |
| All | +2,983.1% | -29.0% | +3,012.1% | +2,733.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling