+84.9%
USB vs REGN
+119.1%
-34.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.4% | -5.9% | +7.3% | +2.4% |
| 30D | +6.4% | +22.7% | -16.3% | +2.7% |
| 3M | -4.5% | +13.5% | -18.0% | -6.7% |
| 6M | +11.4% | +28.5% | -17.1% | +6.3% |
| YTD | +17.1% | +19.1% | -2.0% | +12.9% |
| 1Y | +32.6% | +40.6% | -8.0% | +24.1% |
| 3Y | +101.8% | +15.7% | +86.1% | +92.3% |
| 5Y | +25.1% | +48.6% | -23.5% | +14.4% |
| 10Y | +84.9% | +118.6% | -33.7% | +52.6% |
| All | +84.9% | +119.1% | -34.3% | +52.6% |
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