+1,842.6%
UMC vs REGN
+105.3%
+1,737.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.6% |
| 7D | +9.0% | -5.6% | +14.6% | +10.2% |
| 30D | +17.2% | -2.0% | +19.2% | +17.5% |
| 3M | +11.4% | +28.0% | -16.5% | +5.7% |
| 6M | +137.5% | +1.2% | +136.4% | +135.5% |
| YTD | +193.1% | +1.6% | +191.5% | +190.6% |
| 1Y | +240.3% | +38.2% | +202.1% | +214.4% |
| 3Y | +262.2% | -5.4% | +267.6% | +258.3% |
| 5Y | +143.1% | +21.3% | +121.9% | +124.9% |
| All | +1,842.6% | +105.3% | +1,737.3% | +1,511.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling