+22.0%
USB vs REGN
+47.6%
-25.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | +5.8% | +21.9% | -16.0% | +1.2% |
| 3M | -6.0% | +17.3% | -23.2% | -9.5% |
| 6M | +7.8% | +25.8% | -18.0% | +1.8% |
| YTD | +14.6% | +17.6% | -3.0% | +9.6% |
| 1Y | +31.8% | +40.5% | -8.7% | +20.6% |
| 3Y | +91.5% | +9.7% | +81.9% | +82.7% |
| All | +22.0% | +47.6% | -25.5% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling