+105.9%
USB vs REGN
+105.4%
+0.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | +2.1% | -1.6% | +3.7% | +2.4% |
| 30D | -2.3% | +3.4% | -5.7% | -2.9% |
| 3M | +13.9% | +32.7% | -18.8% | +8.4% |
| 6M | +21.6% | +6.9% | +14.7% | +19.8% |
| YTD | +19.3% | +5.4% | +13.9% | +17.7% |
| 1Y | +33.6% | +45.8% | -12.3% | +24.0% |
| 3Y | +97.7% | -1.5% | +99.3% | +94.0% |
| 5Y | +40.4% | +22.2% | +18.2% | +32.2% |
| 10Y | +105.9% | +103.6% | +2.4% | +69.4% |
| All | +105.9% | +105.4% | +0.6% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling