+91.5%
USB vs REGN
+10.9%
+80.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.3% |
| 30D | +5.8% | +21.9% | -16.0% | +2.4% |
| 3M | -6.0% | +17.3% | -23.2% | -8.6% |
| 6M | +7.8% | +25.8% | -18.0% | +3.3% |
| YTD | +14.6% | +17.6% | -3.0% | +10.9% |
| 1Y | +31.8% | +40.5% | -8.7% | +23.3% |
| 3Y | +91.5% | +9.7% | +81.9% | +85.5% |
| All | +91.5% | +10.9% | +80.6% | +85.5% |
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