+97.5%
REGN vs URI
+1,233.9%
-1,136.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -2.1% | -3.5% | -5.3% |
| 30D | -2.0% | -12.4% | +10.5% | 0.0% |
| 3M | +28.0% | -7.3% | +35.2% | +28.9% |
| 6M | +1.2% | +27.2% | -26.0% | -3.5% |
| YTD | +1.6% | +23.0% | -21.3% | -3.0% |
| 1Y | +38.2% | +3.9% | +34.3% | +35.3% |
| 3Y | -5.4% | +121.6% | -127.0% | -20.1% |
| 5Y | +21.3% | +201.1% | -179.8% | -5.3% |
| All | +97.5% | +1,233.9% | -1,136.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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