+207.2%
UMC vs REGN
+46.5%
+160.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.4% | +4.5% |
| 7D | +5.0% | +4.2% | +0.7% | +5.2% |
| 30D | +7.7% | +7.8% | -0.1% | +8.2% |
| 3M | +1.7% | +31.8% | -30.1% | +3.2% |
| 6M | +113.9% | +5.4% | +108.5% | +120.8% |
| YTD | +168.9% | +7.7% | +161.2% | +177.4% |
| 1Y | +207.2% | +46.7% | +160.5% | +234.0% |
| All | +207.2% | +46.5% | +160.7% | +234.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling