+89.6%
REGN vs USHY
+49.7%
+39.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -0.7% | -4.9% | -4.9% |
| 30D | -2.0% | -0.7% | -1.3% | -1.2% |
| 3M | +28.0% | +0.1% | +27.9% | +27.9% |
| 6M | +1.2% | +1.8% | -0.6% | -0.7% |
| YTD | +1.6% | +1.8% | -0.1% | -0.1% |
| 1Y | +38.2% | +3.3% | +35.0% | +33.7% |
| 3Y | -5.4% | +27.0% | -32.3% | -25.7% |
| 5Y | +21.3% | +21.0% | +0.3% | +0.3% |
| All | +89.6% | +49.7% | +39.9% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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