-5.4%
REGN vs UL
+20.7%
-26.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.6% | -3.4% | -2.2% | -4.6% |
| 30D | -2.0% | +0.5% | -2.4% | -2.1% |
| 3M | +28.0% | +7.2% | +20.7% | +25.1% |
| 6M | +1.2% | -3.1% | +4.2% | +1.7% |
| YTD | +1.6% | -2.7% | +4.4% | +2.1% |
| 1Y | +38.2% | -10.2% | +48.5% | +42.2% |
| 3Y | -5.4% | +20.3% | -25.6% | -11.1% |
| All | -5.4% | +20.7% | -26.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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