+106.2%
UAL vs REGN
+105.3%
+1.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.3% |
| 7D | -1.4% | -5.6% | +4.2% | -0.9% |
| 30D | -12.2% | -2.0% | -10.3% | -12.1% |
| 3M | -2.5% | +28.0% | -30.4% | -4.8% |
| 6M | +21.1% | +1.2% | +20.0% | +20.7% |
| YTD | -1.8% | +1.6% | -3.4% | -2.2% |
| 1Y | +0.4% | +38.2% | -37.8% | -2.5% |
| 3Y | +130.3% | -5.4% | +135.6% | +127.3% |
| 5Y | +147.7% | +21.3% | +126.4% | +141.3% |
| All | +106.2% | +105.3% | +1.0% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling