+32.6%
UNP vs REGN
+46.5%
-13.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.3% |
| 7D | -5.3% | +4.2% | -9.6% | -5.6% |
| 30D | -1.5% | +7.8% | -9.4% | -2.1% |
| 3M | +10.3% | +31.8% | -21.5% | +7.8% |
| 6M | +9.7% | +5.4% | +4.3% | +9.0% |
| YTD | +27.1% | +7.7% | +19.4% | +26.0% |
| 1Y | +32.6% | +46.7% | -14.1% | +30.4% |
| All | +32.6% | +46.5% | -13.9% | +30.4% |
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 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