+140.2%
UAL vs REGN
+23.2%
+117.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -2.0% | -6.0% | +4.0% | -0.7% |
| 30D | -15.7% | -0.4% | -15.3% | -15.7% |
| 3M | +3.6% | +32.0% | -28.4% | -2.7% |
| 6M | +16.9% | +3.0% | +13.9% | +15.6% |
| YTD | -4.8% | +3.2% | -7.9% | -6.0% |
| 1Y | -0.9% | +43.4% | -44.4% | -9.0% |
| 3Y | +124.5% | -3.6% | +128.1% | +119.0% |
| 5Y | +140.2% | +23.1% | +117.1% | +104.6% |
| All | +140.2% | +23.2% | +117.0% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling