+23.4%
REGN vs WU
-51.3%
+74.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | -3.5% | -2.1% | -5.0% |
| 30D | -2.0% | -2.9% | +1.0% | -1.5% |
| 3M | +28.0% | -2.3% | +30.2% | +27.1% |
| 6M | +1.2% | -25.4% | +26.5% | +5.9% |
| YTD | +1.6% | -21.2% | +22.8% | +5.0% |
| 1Y | +38.2% | -8.9% | +47.1% | +38.4% |
| 3Y | -5.4% | -29.0% | +23.6% | -1.8% |
| All | +23.4% | -51.3% | +74.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling