+3.9%
NBIX vs UMAC
-11.2%
+15.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -17.6% | +13.8% | -3.5% |
| 7D | +9.1% | -37.8% | +47.0% | +9.7% |
| 30D | +9.8% | -52.0% | +61.8% | +10.6% |
| 3M | -1.1% | -58.3% | +57.2% | -0.3% |
| 6M | +18.3% | -21.0% | +39.3% | +17.0% |
| YTD | +12.6% | -15.7% | +28.3% | +9.4% |
| 1Y | +3.9% | -9.8% | +13.7% | -0.7% |
| All | +3.9% | -11.2% | +15.1% | -0.7% |
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