+89.2%
USB vs REGN
+141.0%
-51.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.2% |
| 7D | +0.8% | -4.3% | +5.1% | +1.4% |
| 30D | +6.8% | +23.2% | -16.4% | +3.0% |
| 3M | -3.8% | +17.4% | -21.2% | -6.6% |
| 6M | +11.7% | +29.0% | -17.3% | +6.5% |
| YTD | +17.5% | +19.6% | -2.2% | +13.2% |
| 1Y | +33.8% | +40.6% | -6.9% | +25.2% |
| 3Y | +104.2% | +16.0% | +88.2% | +94.5% |
| 5Y | +26.4% | +50.7% | -24.3% | +15.3% |
| 10Y | +89.2% | +121.9% | -32.7% | +56.3% |
| All | +89.2% | +141.0% | -51.8% | +56.3% |
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