+174.6%
REGN vs USFR
+27.7%
+146.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -2.0% | +0.4% | -2.3% | -2.2% |
| 3M | +28.0% | +1.0% | +26.9% | +27.2% |
| 6M | +1.2% | +2.0% | -0.8% | 0.0% |
| YTD | +1.6% | +2.8% | -1.1% | 0.0% |
| 1Y | +38.2% | +4.1% | +34.2% | +35.0% |
| 3Y | -5.4% | +14.1% | -19.5% | -12.7% |
| 5Y | +21.3% | +20.6% | +0.7% | +7.9% |
| 10Y | +105.2% | +28.1% | +77.1% | +76.0% |
| All | +174.6% | +27.7% | +146.9% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling