-49.8%
USAR vs REGN
+45.3%
-95.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -4.7% |
| 7D | -21.8% | +14.4% | -36.2% | -25.1% |
| 30D | -39.9% | +28.1% | -68.0% | -45.3% |
| 3M | -52.5% | +22.5% | -75.0% | -55.6% |
| 6M | -67.9% | +31.6% | -99.5% | -70.1% |
| YTD | -31.1% | +21.0% | -52.1% | -34.2% |
| 1Y | -49.8% | +49.0% | -98.8% | -48.7% |
| All | -49.8% | +45.3% | -95.1% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling