+1,270.7%
REGN vs UVXY
-100.0%
+1,370.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.3% | -2.2% |
| 7D | -5.6% | +2.8% | -8.4% | -5.3% |
| 30D | -2.0% | -11.4% | +9.4% | -3.1% |
| 3M | +28.0% | -41.5% | +69.5% | +21.7% |
| 6M | +1.2% | -61.0% | +62.2% | -6.7% |
| YTD | +1.6% | -49.8% | +51.5% | -2.6% |
| 1Y | +38.2% | -66.4% | +104.7% | +28.2% |
| 3Y | -5.4% | -94.8% | +89.4% | -17.5% |
| 5Y | +21.3% | -99.7% | +121.0% | -13.7% |
| 10Y | +105.2% | -100.0% | +205.2% | -3.7% |
| All | +1,270.7% | -100.0% | +1,370.7% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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