+31.1%
USB vs REGN
+40.8%
-9.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.2% | +5.3% | -4.1% | +0.8% |
| 30D | +6.3% | +26.3% | -20.0% | +4.1% |
| 3M | -6.1% | +19.3% | -25.5% | -7.6% |
| 6M | +13.0% | +31.8% | -18.8% | +9.7% |
| YTD | +16.6% | +23.7% | -7.2% | +14.0% |
| 1Y | +31.1% | +40.2% | -9.1% | +27.7% |
| All | +31.1% | +40.8% | -9.7% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling