+0.4%
UAL vs REGN
+41.3%
-40.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.4% |
| 7D | -1.4% | -5.6% | +4.2% | -0.4% |
| 30D | -12.2% | -2.0% | -10.3% | -11.9% |
| 3M | -2.5% | +28.0% | -30.4% | -7.3% |
| 6M | +21.1% | +1.2% | +20.0% | +19.0% |
| YTD | -1.8% | +1.6% | -3.4% | -3.6% |
| 1Y | +0.4% | +38.2% | -37.8% | +2.0% |
| All | +0.4% | +41.3% | -40.9% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling