+241.4%
UAL vs REGN
+4,942.9%
-4,701.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | +3.5% | -1.6% | +5.1% | +4.0% |
| 30D | -16.5% | +3.4% | -19.9% | -17.5% |
| 3M | +2.8% | +32.7% | -29.9% | -6.6% |
| 6M | +17.6% | +6.9% | +10.6% | +14.5% |
| YTD | -3.2% | +5.4% | -8.6% | -5.6% |
| 1Y | +0.4% | +45.8% | -45.4% | -12.9% |
| 3Y | +128.2% | -1.5% | +129.7% | +119.6% |
| 5Y | +137.7% | +22.2% | +115.5% | +106.5% |
| 10Y | +99.1% | +103.6% | -4.4% | +24.4% |
| All | +241.4% | +4,942.9% | -4,701.5% | -70.7% |
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