-31.8%
BSX vs UMAC
+508.0%
-539.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.3% | 0.0% |
| 7D | -7.0% | +3.3% | -10.3% | -7.1% |
| 30D | -10.9% | -10.4% | -0.5% | -10.9% |
| 3M | -8.2% | +1.8% | -9.9% | -8.2% |
| 6M | -37.5% | +40.7% | -78.2% | -37.9% |
| YTD | -52.8% | +90.9% | -143.7% | -53.3% |
| 1Y | -58.4% | +151.8% | -210.2% | -59.0% |
| All | -31.8% | +508.0% | -539.8% | -34.9% |
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