+81.3%
USB vs REGN
+129.0%
-47.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | +2.6% | +5.7% | -3.1% | +1.7% |
| 30D | +8.4% | +22.8% | -14.3% | +4.6% |
| 3M | -5.5% | +18.7% | -24.2% | -8.4% |
| 6M | +17.7% | +33.1% | -15.4% | +11.7% |
| YTD | +17.6% | +24.3% | -6.7% | +12.6% |
| 1Y | +33.9% | +38.2% | -4.3% | +25.8% |
| 3Y | +103.8% | +21.1% | +82.8% | +92.8% |
| 5Y | +25.6% | +52.8% | -27.2% | +14.2% |
| All | +81.3% | +129.0% | -47.7% | +45.3% |
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