+277.6%
UNP vs REGN
+105.3%
+172.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -1.8% | -5.6% | +3.8% | -0.9% |
| 30D | -2.7% | -2.0% | -0.8% | -2.5% |
| 3M | +6.5% | +28.0% | -21.5% | +1.9% |
| 6M | +14.4% | +1.2% | +13.2% | +13.7% |
| YTD | +24.8% | +1.6% | +23.2% | +23.8% |
| 1Y | +34.4% | +38.2% | -3.8% | +25.8% |
| 3Y | +43.6% | -5.4% | +48.9% | +41.6% |
| 5Y | +53.2% | +21.3% | +31.9% | +42.6% |
| All | +277.6% | +105.3% | +172.4% | +202.2% |
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