+45.6%
BMY vs UMAC
+2.9%
+42.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.9% | +14.9% | +3.9% |
| 7D | +6.0% | -26.0% | +32.0% | +5.6% |
| 30D | +9.1% | -40.3% | +49.5% | +8.6% |
| 3M | -2.6% | -51.1% | +48.6% | -3.2% |
| 6M | +13.1% | -5.6% | +18.8% | +13.8% |
| YTD | +23.0% | +2.3% | +20.7% | +22.7% |
| 1Y | +45.6% | +7.9% | +37.7% | +45.1% |
| All | +45.6% | +2.9% | +42.6% | +45.1% |
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