-5.4%
REGN vs USFR
+14.1%
-19.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.4% |
| 30D | -2.0% | +0.4% | -2.3% | -1.4% |
| 3M | +28.0% | +1.0% | +26.9% | +30.3% |
| 6M | +1.2% | +2.0% | -0.8% | +4.8% |
| YTD | +1.6% | +2.8% | -1.1% | +6.1% |
| 1Y | +38.2% | +4.1% | +34.2% | +46.3% |
| 3Y | -5.4% | +14.1% | -19.5% | +13.7% |
| All | -5.4% | +14.1% | -19.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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