+18.6%
NBIX vs UMAC
+473.8%
-455.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | -0.2% |
| 7D | +0.4% | -3.4% | +3.8% | +0.4% |
| 30D | -0.2% | -15.1% | +14.9% | 0.0% |
| 3M | -4.0% | -10.8% | +6.8% | -4.1% |
| 6M | +20.6% | +15.7% | +4.9% | +19.3% |
| YTD | +10.1% | +80.1% | -70.0% | +7.9% |
| 1Y | +8.8% | +116.7% | -107.9% | +5.8% |
| All | +18.6% | +473.8% | -455.2% | +11.4% |
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