+7,916.2%
USB vs REGN
+3,697.9%
+4,218.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +1.4% | +4.2% | -2.8% | +1.1% |
| 30D | -1.3% | +7.8% | -9.1% | -2.0% |
| 3M | +15.2% | +31.8% | -16.6% | +12.5% |
| 6M | +18.8% | +5.4% | +13.4% | +18.1% |
| YTD | +21.0% | +7.7% | +13.4% | +19.9% |
| 1Y | +34.0% | +46.7% | -12.7% | +29.1% |
| 3Y | +95.3% | +0.5% | +94.8% | +93.4% |
| 5Y | +40.4% | +22.9% | +17.4% | +36.1% |
| 10Y | +107.3% | +115.0% | -7.7% | +88.6% |
| All | +7,916.2% | +3,697.9% | +4,218.3% | +4,566.3% |
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 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