+34.0%
USB vs REGN
+46.5%
-12.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +1.4% | +4.2% | -2.8% | +1.1% |
| 30D | -1.3% | +7.8% | -9.1% | -1.9% |
| 3M | +15.2% | +31.8% | -16.6% | +12.5% |
| 6M | +18.8% | +5.4% | +13.4% | +17.8% |
| YTD | +21.0% | +7.7% | +13.4% | +19.8% |
| 1Y | +34.0% | +46.7% | -12.7% | +31.5% |
| All | +34.0% | +46.5% | -12.5% | +31.5% |
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