+7,490.8%
USB vs REGN
+4,049.5%
+3,441.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.2% |
| 30D | +5.8% | +21.9% | -16.0% | +3.9% |
| 3M | -6.0% | +17.3% | -23.2% | -7.4% |
| 6M | +7.8% | +25.8% | -18.0% | +5.4% |
| YTD | +14.6% | +17.6% | -3.0% | +12.6% |
| 1Y | +31.8% | +40.5% | -8.7% | +27.4% |
| 3Y | +91.5% | +9.7% | +81.9% | +87.9% |
| 5Y | +22.0% | +49.3% | -27.2% | +16.3% |
| 10Y | +96.1% | +167.4% | -71.3% | +75.0% |
| All | +7,490.8% | +4,049.5% | +3,441.3% | +4,279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling