+228.4%
UNH vs REGN
+105.3%
+123.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -4.5% | -5.6% | +1.0% | -3.4% |
| 30D | -6.5% | -2.0% | -4.6% | -6.2% |
| 3M | -6.0% | +28.0% | -33.9% | -10.8% |
| 6M | +33.7% | +1.2% | +32.5% | +32.7% |
| YTD | +16.4% | +1.6% | +14.8% | +15.3% |
| 1Y | +10.1% | +38.2% | -28.2% | +1.8% |
| 3Y | -16.3% | -5.4% | -10.9% | -17.4% |
| 5Y | +2.1% | +21.3% | -19.2% | -7.1% |
| All | +228.4% | +105.3% | +123.1% | +159.4% |
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