+79.8%
USB vs REGN
+127.9%
-48.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.2% | +5.3% | -4.1% | +0.4% |
| 30D | +6.3% | +26.3% | -20.0% | +2.1% |
| 3M | -6.1% | +19.3% | -25.5% | -9.1% |
| 6M | +13.0% | +31.8% | -18.8% | +7.4% |
| YTD | +16.6% | +23.7% | -7.2% | +11.7% |
| 1Y | +31.1% | +40.2% | -9.1% | +22.9% |
| 3Y | +100.9% | +20.2% | +80.7% | +90.3% |
| 5Y | +24.5% | +52.1% | -27.6% | +13.3% |
| All | +79.8% | +127.9% | -48.2% | +44.1% |
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