+98.3%
USB vs REGN
0.0%
+98.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +1.4% | +4.2% | -2.8% | +0.7% |
| 30D | -1.3% | +7.8% | -9.1% | -2.7% |
| 3M | +15.2% | +31.8% | -16.6% | +9.3% |
| 6M | +18.8% | +5.4% | +13.4% | +17.3% |
| YTD | +21.0% | +7.7% | +13.4% | +18.8% |
| 1Y | +34.0% | +46.7% | -12.7% | +22.8% |
| All | +98.3% | 0.0% | +98.2% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling