+9,598.1%
UNP vs REGN
+3,605.8%
+5,992.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -1.7% | -5.2% | +3.5% | -1.3% |
| 30D | -2.1% | +0.1% | -2.2% | -2.1% |
| 3M | +5.4% | +31.2% | -25.8% | +3.2% |
| 6M | +13.4% | +3.6% | +9.8% | +12.9% |
| YTD | +25.0% | +5.0% | +19.9% | +24.2% |
| 1Y | +34.6% | +45.9% | -11.3% | +30.2% |
| 3Y | +43.6% | -1.9% | +45.5% | +42.5% |
| 5Y | +51.7% | +26.2% | +25.5% | +46.9% |
| 10Y | +282.5% | +112.1% | +170.5% | +251.5% |
| All | +9,598.1% | +3,605.8% | +5,992.3% | +6,302.3% |
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