+40.9%
REGN vs UMAC
-11.2%
+52.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -17.6% | +14.6% | -3.1% |
| 7D | +10.3% | -37.8% | +48.1% | +9.9% |
| 30D | +22.2% | -52.0% | +74.2% | +21.8% |
| 3M | +17.6% | -58.3% | +75.9% | +17.2% |
| 6M | +28.9% | -21.0% | +49.9% | +29.1% |
| YTD | +17.4% | -15.7% | +33.1% | +19.1% |
| 1Y | +40.9% | -9.8% | +50.7% | +42.5% |
| All | +40.9% | -11.2% | +52.1% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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