-3.9%
REGN vs URI
+116.5%
-120.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.4% |
| 7D | -6.0% | -0.5% | -5.5% | -5.9% |
| 30D | -0.4% | -13.4% | +13.0% | +1.2% |
| 3M | +32.0% | -6.2% | +38.2% | +32.4% |
| 6M | +3.0% | +28.0% | -25.0% | -0.9% |
| YTD | +3.2% | +23.0% | -19.8% | -0.8% |
| 1Y | +43.4% | +5.5% | +37.9% | +40.4% |
| All | -3.9% | +116.5% | -120.4% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling