-16.8%
REGN vs UMAC
+473.8%
-490.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -5.6% | -3.4% | -2.2% | -5.6% |
| 30D | -2.0% | -15.1% | +13.1% | -1.9% |
| 3M | +28.0% | -10.8% | +38.7% | +27.9% |
| 6M | +1.2% | +15.7% | -14.5% | +1.0% |
| YTD | +1.6% | +80.1% | -78.5% | +1.4% |
| 1Y | +38.2% | +116.7% | -78.5% | +37.8% |
| All | -16.8% | +473.8% | -490.5% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling