+36.5%
USB vs REGN
+45.3%
-8.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +2.2% |
| 7D | +2.4% | +14.4% | -12.0% | +1.2% |
| 30D | +6.6% | +28.1% | -21.5% | +4.1% |
| 3M | -4.1% | +22.5% | -26.6% | -6.0% |
| 6M | +12.5% | +31.6% | -19.1% | +9.1% |
| YTD | +17.6% | +21.0% | -3.4% | +15.2% |
| 1Y | +36.5% | +49.0% | -12.5% | +35.0% |
| All | +36.5% | +45.3% | -8.8% | +35.0% |
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