+53.0%
USAR vs REGN
-4.3%
+57.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.1% |
| 7D | -11.6% | -5.6% | -6.1% | -12.1% |
| 30D | -15.5% | -2.0% | -13.5% | -15.6% |
| 3M | -31.0% | +28.0% | -59.0% | -28.9% |
| 6M | -26.2% | +1.2% | -27.4% | -26.5% |
| YTD | +30.8% | +1.6% | +29.1% | +30.4% |
| 1Y | +7.1% | +38.2% | -31.2% | +17.4% |
| 3Y | +53.0% | -5.4% | +58.4% | +64.2% |
| All | +53.0% | -4.3% | +57.3% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling